+571.7%
SMTC vs LH
+64.5%
+507.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +10.3% |
| 7D | +22.9% | -0.8% | +23.8% | +23.4% |
| 30D | +16.6% | +2.0% | +14.6% | +14.9% |
| 3M | +2.4% | +24.3% | -21.8% | -11.2% |
| 6M | +98.3% | +21.1% | +77.2% | +74.6% |
| YTD | +120.7% | +30.4% | +90.2% | +82.4% |
| 1Y | +168.3% | +18.4% | +149.9% | +137.5% |
| 3Y | +571.7% | +65.5% | +506.2% | +371.4% |
| All | +571.7% | +64.5% | +507.2% | +371.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling