+69.5%
SMTC vs LH
+41.3%
+28.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | +11.0% | +1.1% | +10.0% | +11.1% |
| 30D | -28.5% | +16.7% | -45.2% | -26.7% |
| 3M | -14.2% | +15.1% | -29.3% | -12.4% |
| 6M | -18.0% | +46.3% | -64.3% | -16.6% |
| YTD | +55.5% | +48.8% | +6.7% | +62.9% |
| 1Y | +69.5% | +39.7% | +29.8% | +78.3% |
| All | +69.5% | +41.3% | +28.2% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling