+62,999.7%
SMTC vs LH
+1,382.1%
+61,617.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.4% | +10.6% | +9.5% |
| 7D | +12.7% | -2.5% | +15.2% | +13.3% |
| 30D | +22.0% | +4.3% | +17.6% | +20.8% |
| 3M | -12.7% | +25.5% | -38.2% | -17.3% |
| 6M | +64.8% | +17.0% | +47.8% | +58.6% |
| YTD | +100.7% | +31.3% | +69.4% | +88.1% |
| 1Y | +146.9% | +20.0% | +126.9% | +135.6% |
| 3Y | +456.8% | +63.9% | +393.0% | +399.8% |
| 5Y | +89.2% | +30.9% | +58.4% | +77.4% |
| 10Y | +426.9% | +191.4% | +235.5% | +323.3% |
| All | +62,999.7% | +1,382.1% | +61,617.6% | +36,840.4% |
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 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