+66.6%
SMTC vs LTH
+77.7%
-11.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.9% |
| 7D | +30.5% | -4.6% | +35.1% | +31.5% |
| 30D | -30.9% | +14.8% | -45.7% | -33.5% |
| 3M | -14.7% | +3.9% | -18.6% | -15.6% |
| 6M | -9.6% | +35.5% | -45.1% | -22.2% |
| YTD | +62.1% | +71.3% | -9.2% | +21.6% |
| 1Y | +66.6% | +75.7% | -9.1% | +22.8% |
| All | +66.6% | +77.7% | -11.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling