+589.8%
SMTC vs LDOS
+509.1%
+80.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.1% | -17.6% | -17.5% |
| 7D | -35.0% | -3.7% | -31.3% | -34.2% |
| 30D | -53.6% | +16.4% | -70.0% | -57.0% |
| 3M | -24.5% | +7.4% | -31.9% | -28.3% |
| 6M | -19.0% | -0.3% | -18.6% | -21.3% |
| YTD | +24.2% | -24.0% | +48.2% | +34.6% |
| 1Y | +35.6% | -29.6% | +65.2% | +52.5% |
| 3Y | +521.9% | +35.1% | +486.8% | +400.2% |
| 5Y | +1.5% | +52.9% | -51.5% | -24.9% |
| 10Y | +274.7% | +262.2% | +12.5% | +84.7% |
| All | +589.8% | +509.1% | +80.8% | +147.9% |
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