+129.1%
SMTC vs LCID
-96.8%
+225.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.3% | +6.7% | -2.7% |
| 7D | +30.5% | +9.2% | +21.3% | +28.7% |
| 30D | -30.9% | -3.0% | -27.9% | -30.9% |
| 3M | -14.7% | -50.2% | +35.5% | -5.1% |
| 6M | -9.6% | -45.8% | +36.3% | -3.8% |
| YTD | +62.1% | -69.2% | +131.3% | +87.3% |
| 1Y | +66.6% | -80.4% | +147.0% | +108.1% |
| 3Y | +718.1% | -91.4% | +809.5% | +992.2% |
| 5Y | +32.8% | -99.3% | +132.1% | +129.2% |
| All | +129.1% | -96.8% | +225.9% | +273.6% |
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