+606.9%
SMTC vs LDOS
+32.3%
+574.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.3% | +15.1% | +13.1% |
| 7D | -19.0% | -7.2% | -11.8% | -18.1% |
| 30D | -46.7% | +16.8% | -63.6% | -48.8% |
| 3M | -23.4% | -1.6% | -21.8% | -23.8% |
| 6M | -13.4% | -1.0% | -12.4% | -13.1% |
| YTD | +40.1% | -25.8% | +65.8% | +54.5% |
| 1Y | +47.7% | -31.1% | +78.8% | +69.0% |
| 3Y | +606.9% | +32.8% | +574.1% | +495.1% |
| All | +606.9% | +32.3% | +574.7% | +495.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling