+117.7%
SMTC vs LCID
-96.3%
+214.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.3% | -3.3% |
| 7D | -10.9% | +24.8% | -35.8% | -14.1% |
| 30D | -39.4% | -0.5% | -38.9% | -39.6% |
| 3M | -13.5% | -43.0% | +29.4% | -5.9% |
| 6M | -6.8% | -40.5% | +33.7% | -2.4% |
| YTD | +54.0% | -64.3% | +118.3% | +73.8% |
| 1Y | +50.8% | -78.1% | +128.8% | +85.1% |
| 3Y | +677.3% | -90.1% | +767.4% | +913.6% |
| 5Y | +28.7% | -99.1% | +127.8% | +115.7% |
| All | +117.7% | -96.3% | +214.0% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling