+51.7%
SMTC vs LTH
+174.8%
-123.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.2% |
| 7D | +30.5% | -4.6% | +35.1% | +32.6% |
| 30D | -30.9% | +14.8% | -45.7% | -34.8% |
| 3M | -14.7% | +3.9% | -18.6% | -16.7% |
| 6M | -9.6% | +35.5% | -45.1% | -21.1% |
| YTD | +62.1% | +71.3% | -9.2% | +28.3% |
| 1Y | +66.6% | +75.7% | -9.1% | +30.6% |
| 3Y | +718.1% | +231.9% | +486.2% | +411.2% |
| 5Y | +32.8% | +130.5% | -97.7% | -19.1% |
| All | +51.7% | +174.8% | -123.1% | -8.8% |
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