+98.3%
LVS vs SIMO
+3,332.4%
-3,234.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.7% |
| 7D | -1.5% | +4.2% | -5.7% | -2.8% |
| 30D | -3.2% | +4.1% | -7.3% | -5.4% |
| 3M | -12.0% | -12.9% | +0.9% | -12.6% |
| 6M | -19.9% | +110.3% | -130.2% | -41.6% |
| YTD | -30.6% | +178.6% | -209.2% | -54.5% |
| 1Y | -17.7% | +220.0% | -237.7% | -48.8% |
| 3Y | -14.2% | +409.0% | -423.3% | -55.2% |
| 5Y | +9.6% | +277.3% | -267.7% | -40.3% |
| 10Y | +5.7% | +506.6% | -500.9% | -54.8% |
| All | +98.3% | +3,332.4% | -3,234.0% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling