+47.9%
SMTC vs LTH
+183.0%
-135.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.3% | +13.0% |
| 7D | -4.8% | +7.0% | -11.9% | -7.6% |
| 30D | -37.8% | +15.4% | -53.3% | -41.5% |
| 3M | -16.5% | +7.0% | -23.5% | -19.3% |
| 6M | -4.4% | +46.9% | -51.3% | -19.1% |
| YTD | +58.0% | +76.4% | -18.4% | +23.7% |
| 1Y | +62.0% | +83.7% | -21.7% | +24.8% |
| 3Y | +745.7% | +248.9% | +496.8% | +419.6% |
| 5Y | +29.0% | +141.8% | -112.8% | -22.3% |
| All | +47.9% | +183.0% | -135.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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