+601.8%
SMTC vs LNT
+48.2%
+553.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +22.5% | +0.2% | +22.3% | +22.5% |
| 30D | +24.9% | -0.5% | +25.4% | +25.1% |
| 3M | +4.1% | -5.5% | +9.6% | +4.3% |
| 6M | +92.6% | -3.8% | +96.4% | +92.1% |
| YTD | +122.5% | +6.8% | +115.6% | +118.3% |
| 1Y | +166.2% | +9.3% | +156.9% | +159.4% |
| All | +601.8% | +48.2% | +553.6% | +469.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling