+106.6%
SMTC vs LTH
+156.3%
-49.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.7% | +10.6% |
| 7D | +22.9% | +1.5% | +21.4% | +22.2% |
| 30D | +16.6% | -3.1% | +19.7% | +17.9% |
| 3M | +2.4% | +28.1% | -25.7% | -8.1% |
| 6M | +98.3% | +67.4% | +30.9% | +60.3% |
| YTD | +120.7% | +59.8% | +60.9% | +80.8% |
| 1Y | +168.3% | +45.6% | +122.7% | +126.3% |
| 3Y | +571.7% | +162.0% | +409.7% | +356.0% |
| All | +106.6% | +156.3% | -49.7% | +28.6% |
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