+606.9%
SMTC vs LII
-8.7%
+615.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.0% | +14.7% | +13.7% |
| 7D | -19.0% | -0.6% | -18.4% | -19.0% |
| 30D | -46.7% | -4.6% | -42.1% | -46.4% |
| 3M | -23.4% | -21.2% | -2.2% | -14.2% |
| 6M | -13.4% | -36.4% | +23.0% | +8.6% |
| YTD | +40.1% | -28.9% | +69.0% | +60.3% |
| 1Y | +47.7% | -29.5% | +77.2% | +70.2% |
| 3Y | +606.9% | -8.6% | +615.5% | +510.2% |
| All | +606.9% | -8.7% | +615.7% | +510.2% |
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