+615.9%
SMTC vs LUMN
+385.3%
+230.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.8% |
| 7D | +13.1% | +2.5% | +10.6% | +12.6% |
| 30D | +19.5% | +10.3% | +9.1% | +17.7% |
| 3M | +2.2% | -18.3% | +20.5% | +5.4% |
| 6M | +94.9% | +4.4% | +90.5% | +93.6% |
| YTD | +127.0% | -10.7% | +137.6% | +127.7% |
| 1Y | +174.6% | +14.0% | +160.6% | +164.5% |
| 3Y | +615.9% | +406.6% | +209.4% | +442.0% |
| All | +615.9% | +385.3% | +230.6% | +442.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling