+119.0%
SMTC vs LH
+28.2%
+90.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | +22.5% | -3.2% | +25.7% | +24.6% |
| 30D | +24.9% | +0.1% | +24.7% | +24.4% |
| 3M | +4.1% | +18.6% | -14.6% | -7.1% |
| 6M | +92.6% | +17.9% | +74.6% | +72.1% |
| YTD | +122.5% | +28.9% | +93.5% | +86.2% |
| 1Y | +166.2% | +16.6% | +149.6% | +137.0% |
| 3Y | +577.2% | +63.6% | +513.6% | +386.3% |
| 5Y | +119.0% | +30.0% | +88.9% | +67.9% |
| All | +119.0% | +28.2% | +90.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling