-23.4%
SMTC vs LCID
-50.6%
+27.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.4% | +2.3% | +10.1% |
| 7D | -19.0% | +8.9% | -27.9% | -19.3% |
| 30D | -46.7% | -15.4% | -31.3% | -41.6% |
| 3M | -23.4% | -52.9% | +29.4% | +2.5% |
| All | -23.4% | -50.6% | +27.2% | +2.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling