+29.0%
SMTC vs LDOS
+51.2%
-22.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.3% | +10.5% | +12.2% |
| 7D | -4.8% | -5.8% | +1.0% | -3.6% |
| 30D | -37.8% | +11.6% | -49.4% | -40.0% |
| 3M | -16.5% | -1.0% | -15.5% | -17.1% |
| 6M | -4.4% | +5.1% | -9.5% | -6.8% |
| YTD | +58.0% | -24.0% | +82.1% | +72.1% |
| 1Y | +62.0% | -30.3% | +92.3% | +83.5% |
| 3Y | +745.7% | +37.0% | +708.7% | +600.3% |
| 5Y | +29.0% | +53.4% | -24.3% | +2.4% |
| All | +29.0% | +51.2% | -22.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling