+114.7%
SMTC vs LNT
+30.4%
+84.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | +17.5% | -1.1% | +18.6% | +17.8% |
| 30D | +21.3% | -1.9% | +23.2% | +21.8% |
| 3M | +3.1% | -7.2% | +10.3% | +4.2% |
| 6M | +81.7% | -3.9% | +85.6% | +82.2% |
| YTD | +115.9% | +5.9% | +110.1% | +112.1% |
| 1Y | +157.8% | +8.4% | +149.5% | +151.5% |
| 3Y | +557.3% | +46.6% | +510.7% | +481.6% |
| 5Y | +114.7% | +32.4% | +82.2% | +87.1% |
| All | +114.7% | +30.4% | +84.2% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling