+35.6%
SMTC vs LUMN
-62.6%
+98.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -11.0% | -6.5% | -13.8% |
| 7D | -35.0% | -16.9% | -18.1% | -30.6% |
| 30D | -53.6% | -32.7% | -20.9% | -47.2% |
| 3M | -24.5% | -34.5% | +10.0% | -14.3% |
| 6M | -19.0% | -56.9% | +37.9% | +2.3% |
| YTD | +24.2% | -48.8% | +73.0% | +47.9% |
| 1Y | +35.6% | -63.4% | +99.0% | +72.2% |
| All | +35.6% | -62.6% | +98.2% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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