+340.7%
SMTC vs LNT
+186.9%
+153.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | +11.0% | +1.0% | +10.0% | +10.7% |
| 30D | -28.5% | +9.6% | -38.1% | -30.8% |
| 3M | -14.2% | +5.4% | -19.6% | -15.9% |
| 6M | -18.0% | +3.1% | -21.1% | -19.5% |
| YTD | +55.5% | +16.5% | +39.0% | +46.4% |
| 1Y | +69.5% | +12.3% | +57.2% | +61.6% |
| 3Y | +699.7% | +70.3% | +629.3% | +541.9% |
| 5Y | +27.4% | +56.4% | -29.0% | +3.6% |
| All | +340.7% | +186.9% | +153.8% | +247.0% |
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