+499.6%
SMTC vs LH
+179.1%
+320.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -0.4% |
| 7D | +17.5% | -7.4% | +24.9% | +22.6% |
| 30D | +21.3% | -4.6% | +25.9% | +24.2% |
| 3M | +3.1% | +14.5% | -11.4% | -5.9% |
| 6M | +81.7% | +14.8% | +66.9% | +65.3% |
| YTD | +115.9% | +23.3% | +92.7% | +87.2% |
| 1Y | +157.8% | +13.6% | +144.2% | +133.4% |
| 3Y | +557.3% | +56.3% | +500.9% | +394.6% |
| 5Y | +114.7% | +25.2% | +89.5% | +79.7% |
| All | +499.6% | +179.1% | +320.5% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling