+733.5%
SMTC vs LII
-9.2%
+742.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.2% |
| 7D | +30.5% | -0.2% | +30.7% | +30.7% |
| 30D | -30.9% | -0.6% | -30.3% | -31.8% |
| 3M | -14.7% | -17.0% | +2.3% | -7.1% |
| 6M | -9.6% | -31.1% | +21.6% | +8.1% |
| YTD | +62.1% | -27.7% | +89.7% | +84.0% |
| 1Y | +66.6% | -26.2% | +92.7% | +86.8% |
| All | +733.5% | -9.2% | +742.7% | +690.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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