+50.9%
LVS vs SMTC
+645.6%
-594.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.0% | -10.8% | -4.2% |
| 7D | +0.3% | +22.9% | -22.6% | -6.7% |
| 30D | -3.9% | +16.6% | -20.6% | -10.6% |
| 3M | -12.9% | +2.4% | -15.3% | -18.2% |
| 6M | -16.9% | +98.3% | -115.2% | -40.9% |
| YTD | -31.2% | +120.7% | -151.9% | -53.5% |
| 1Y | -16.4% | +168.3% | -184.7% | -48.5% |
| 3Y | -4.4% | +571.7% | -576.1% | -69.2% |
| 5Y | +6.7% | +114.0% | -107.3% | -45.5% |
| 10Y | +1.4% | +497.0% | -495.5% | -74.1% |
| All | +50.9% | +645.6% | -594.7% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling