+214.5%
SMTC vs LCID
-95.8%
+310.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +2.1% |
| 7D | +22.5% | -9.3% | +31.8% | +24.4% |
| 30D | +24.9% | -35.4% | +60.3% | +33.8% |
| 3M | +4.1% | -17.1% | +21.2% | +3.7% |
| 6M | +92.6% | -58.9% | +151.5% | +115.4% |
| YTD | +122.5% | -59.6% | +182.1% | +147.2% |
| 1Y | +166.2% | -78.0% | +244.2% | +227.4% |
| 3Y | +577.2% | -92.7% | +669.8% | +828.7% |
| 5Y | +119.0% | -97.8% | +216.8% | +240.6% |
| All | +214.5% | -95.8% | +310.3% | +393.1% |
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