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  • SMTC vs LDOS✓SelectedUSD · LDOSSMTC vs LDOS performance historyLatest closeAs of+9.22%09/04
Stock and ETF performance explorer

SMTC vs LDOS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,014.5%
LDOS return
+494.7%
Excess return
+519.7%
Maximum drawdown
-85.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLDOSExcessAlpha
1D+9.2%+0.5%+8.7%+9.0%
7D+12.7%-5.4%+18.2%+15.5%
30D+22.0%+4.9%+17.1%+19.1%
3M-12.7%+7.2%-19.9%-16.4%
6M+64.8%-24.2%+89.0%+83.8%
YTD+100.7%-25.8%+126.5%+123.5%
1Y+146.9%-24.7%+171.6%+172.2%
3Y+456.8%+39.3%+417.5%+348.0%
5Y+89.2%+43.3%+45.9%+46.4%
10Y+426.9%+278.6%+148.3%+158.8%
All+1,014.5%+494.7%+519.7%+311.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling