+527.0%
SMTC vs LDOS
+35.4%
+491.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.1% | -17.6% | -17.5% |
| 7D | -35.0% | -3.7% | -31.3% | -34.7% |
| 30D | -53.6% | +16.4% | -70.0% | -55.2% |
| 3M | -24.5% | +7.4% | -31.9% | -26.4% |
| 6M | -19.0% | -0.3% | -18.6% | -18.4% |
| YTD | +24.2% | -24.0% | +48.2% | +36.6% |
| 1Y | +35.6% | -29.6% | +65.2% | +54.8% |
| All | +527.0% | +35.4% | +491.6% | +426.2% |
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