+48,791.7%
SMTC vs LH
+1,579.7%
+47,212.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +11.0% | +1.1% | +10.0% | +10.8% |
| 30D | -28.5% | +16.7% | -45.2% | -31.0% |
| 3M | -14.2% | +15.1% | -29.3% | -17.1% |
| 6M | -18.0% | +46.3% | -64.3% | -25.0% |
| YTD | +55.5% | +48.8% | +6.7% | +41.5% |
| 1Y | +69.5% | +39.7% | +29.8% | +56.3% |
| 3Y | +699.7% | +87.0% | +612.6% | +595.4% |
| 5Y | +27.4% | +53.0% | -25.6% | +15.3% |
| 10Y | +335.7% | +264.3% | +71.4% | +234.7% |
| All | +48,791.7% | +1,579.7% | +47,212.0% | +27,688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling