+499.6%
SMTC vs LNT
+148.3%
+351.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | +17.5% | -1.1% | +18.6% | +18.0% |
| 30D | +21.3% | -1.9% | +23.2% | +22.2% |
| 3M | +3.1% | -7.2% | +10.3% | +5.2% |
| 6M | +81.7% | -3.9% | +85.6% | +83.2% |
| YTD | +115.9% | +5.9% | +110.1% | +110.5% |
| 1Y | +157.8% | +8.4% | +149.5% | +148.8% |
| 3Y | +557.3% | +46.6% | +510.7% | +459.6% |
| 5Y | +114.7% | +32.4% | +82.2% | +86.2% |
| All | +499.6% | +148.3% | +351.3% | +373.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling