+606.9%
SMTC vs LCID
-93.0%
+699.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.4% | +2.3% | +10.9% |
| 7D | -19.0% | +8.9% | -27.9% | -20.2% |
| 30D | -46.7% | -15.4% | -31.3% | -45.3% |
| 3M | -23.4% | -52.9% | +29.4% | -13.2% |
| 6M | -13.4% | -46.8% | +33.4% | -7.0% |
| YTD | +40.1% | -68.9% | +108.9% | +65.8% |
| 1Y | +47.7% | -81.7% | +129.4% | +96.0% |
| 3Y | +606.9% | -92.4% | +699.3% | +1,010.8% |
| All | +606.9% | -93.0% | +699.9% | +1,010.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling