+87.9%
SMTC vs LTH
+160.9%
-73.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.1% |
| 7D | +12.7% | -0.6% | +13.4% | +12.9% |
| 30D | +22.0% | -4.6% | +26.6% | +23.8% |
| 3M | -12.7% | +32.8% | -45.5% | -22.6% |
| 6M | +64.8% | +64.6% | +0.2% | +34.2% |
| YTD | +100.7% | +62.6% | +38.1% | +63.5% |
| 1Y | +146.9% | +49.9% | +96.9% | +106.1% |
| 3Y | +456.8% | +151.3% | +305.5% | +282.7% |
| All | +87.9% | +160.9% | -73.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling