+409.6%
SIMO vs LH
+259.5%
+150.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +5.3% |
| 7D | -8.2% | +4.6% | -12.7% | -9.4% |
| 30D | -34.6% | +19.1% | -53.7% | -37.8% |
| 3M | -32.6% | +16.7% | -49.4% | -35.8% |
| 6M | -31.8% | +47.0% | -78.9% | -39.7% |
| YTD | +87.6% | +49.3% | +38.3% | +64.3% |
| 1Y | +86.7% | +48.6% | +38.1% | +63.6% |
| 3Y | +227.4% | +87.8% | +139.6% | +163.3% |
| 5Y | +173.0% | +65.0% | +108.0% | +125.3% |
| 10Y | +409.6% | +275.0% | +134.6% | +204.9% |
| All | +409.6% | +259.5% | +150.2% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling