+1,402.3%
LITE vs SIMO
+379.7%
+1,022.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +3.6% |
| 7D | -35.9% | -22.0% | -13.9% | -26.6% |
| 30D | -51.5% | -43.0% | -8.5% | -35.2% |
| 3M | -35.7% | -39.1% | +3.4% | -17.3% |
| 6M | -43.0% | -33.3% | -9.7% | -29.9% |
| YTD | +46.1% | +77.0% | -30.8% | +10.1% |
| 1Y | +124.7% | +73.0% | +51.7% | +72.7% |
| 3Y | +1,172.1% | +215.7% | +956.3% | +666.1% |
| 5Y | +477.0% | +155.6% | +321.4% | +252.6% |
| All | +1,402.3% | +379.7% | +1,022.7% | +502.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling