+71,255.7%
SMTC vs LUMN
+156.1%
+71,099.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.6% |
| 7D | +13.1% | +2.5% | +10.6% | +12.4% |
| 30D | +19.5% | +10.3% | +9.1% | +16.7% |
| 3M | +2.2% | -18.3% | +20.5% | +7.5% |
| 6M | +94.9% | +4.4% | +90.5% | +92.0% |
| YTD | +127.0% | -10.7% | +137.6% | +127.1% |
| 1Y | +174.6% | +14.0% | +160.6% | +153.7% |
| 3Y | +615.9% | +406.6% | +209.4% | +240.8% |
| 5Y | +125.6% | -36.8% | +162.4% | +92.1% |
| 10Y | +540.5% | -56.2% | +596.7% | +434.0% |
| All | +71,255.7% | +156.1% | +71,099.6% | +40,166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling