+100.5%
SIMO vs LH
+44.2%
+56.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.9% | -13.5% | -8.6% |
| 7D | -16.9% | +2.1% | -19.0% | -16.3% |
| 30D | -35.4% | +19.2% | -54.5% | -31.5% |
| 3M | -31.9% | +18.0% | -49.9% | -28.0% |
| 6M | -19.3% | +46.1% | -65.4% | -7.8% |
| YTD | +98.5% | +47.7% | +50.8% | +129.6% |
| 1Y | +100.5% | +47.2% | +53.3% | +132.4% |
| All | +100.5% | +44.2% | +56.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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