+499.7%
SMTC vs LTH
+157.9%
+341.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.1% |
| 7D | +12.7% | -0.6% | +13.4% | +13.0% |
| 30D | +22.0% | -4.6% | +26.6% | +24.2% |
| 3M | -12.7% | +32.8% | -45.5% | -25.0% |
| 6M | +64.8% | +64.6% | +0.2% | +27.0% |
| YTD | +100.7% | +62.6% | +38.1% | +54.5% |
| 1Y | +146.9% | +49.9% | +96.9% | +96.4% |
| All | +499.7% | +157.9% | +341.8% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling