+381.6%
SMTC vs LDOS
+235.3%
+146.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.8% | +11.4% |
| 7D | +12.9% | -1.3% | +14.2% | +13.3% |
| 30D | -25.6% | +10.1% | -35.7% | -29.5% |
| 3M | -4.5% | -4.7% | +0.1% | -4.5% |
| 6M | -8.3% | +5.6% | -13.9% | -13.2% |
| YTD | +69.9% | -25.1% | +95.0% | +87.1% |
| 1Y | +73.9% | -31.7% | +105.6% | +101.4% |
| 3Y | +757.7% | +33.7% | +724.0% | +567.7% |
| 5Y | +38.7% | +54.4% | -15.6% | -3.3% |
| All | +381.6% | +235.3% | +146.3% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling