+14.0%
SMTC vs LCID
-99.2%
+113.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.4% | +2.3% | +10.7% |
| 7D | -19.0% | +8.9% | -27.9% | -20.4% |
| 30D | -46.7% | -15.4% | -31.3% | -45.2% |
| 3M | -23.4% | -52.9% | +29.4% | -11.9% |
| 6M | -13.4% | -46.8% | +33.4% | -6.6% |
| YTD | +40.1% | -68.9% | +108.9% | +66.9% |
| 1Y | +47.7% | -81.7% | +129.4% | +97.7% |
| 3Y | +606.9% | -92.4% | +699.3% | +936.6% |
| All | +14.0% | -99.2% | +113.3% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling