+14.0%
SMTC vs LTH
+142.9%
-128.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.1% | +13.2% |
| 7D | -19.0% | +4.5% | -23.5% | -20.6% |
| 30D | -46.7% | +16.3% | -63.1% | -50.0% |
| 3M | -23.4% | +8.4% | -31.8% | -26.4% |
| 6M | -13.4% | +40.3% | -53.7% | -25.6% |
| YTD | +40.1% | +77.3% | -37.2% | +9.2% |
| 1Y | +47.7% | +88.0% | -40.3% | +12.5% |
| 3Y | +606.9% | +274.3% | +332.7% | +321.1% |
| All | +14.0% | +142.9% | -128.9% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling