+72.2%
SMTC vs LDOS
-27.6%
+99.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.7% | -13.6% | -12.8% |
| 7D | -24.5% | -2.8% | -21.7% | -24.8% |
| 30D | -42.5% | +13.6% | -56.0% | -41.6% |
| 3M | -14.1% | +4.2% | -18.3% | -13.5% |
| 6M | +3.6% | -8.2% | +11.8% | +9.2% |
| YTD | +50.6% | -24.1% | +74.7% | +61.5% |
| 1Y | +72.2% | -31.2% | +103.5% | +96.1% |
| All | +72.2% | -27.6% | +99.9% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling