+69.5%
SMTC vs LDOS
-31.9%
+101.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.1% |
| 7D | +11.0% | -1.6% | +12.6% | +10.6% |
| 30D | -28.5% | +8.2% | -36.7% | -28.1% |
| 3M | -14.2% | -8.2% | -6.0% | -13.6% |
| 6M | -18.0% | +5.8% | -23.8% | -15.4% |
| YTD | +55.5% | -27.0% | +82.5% | +64.9% |
| 1Y | +69.5% | -31.0% | +100.5% | +89.0% |
| All | +69.5% | -31.9% | +101.4% | +89.0% |
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