+124.7%
LITE vs SIMO
+67.0%
+57.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +3.2% |
| 7D | -35.9% | -22.0% | -13.9% | -24.8% |
| 30D | -51.5% | -43.0% | -8.5% | -32.2% |
| 3M | -35.7% | -39.1% | +3.4% | -14.0% |
| 6M | -43.0% | -33.3% | -9.7% | -26.7% |
| YTD | +46.1% | +77.0% | -30.8% | -12.6% |
| 1Y | +124.7% | +73.0% | +51.7% | +43.7% |
| All | +124.7% | +67.0% | +57.7% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling