+528.8%
SIMO vs LH
+186.0%
+342.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | +14.6% | -0.8% | +15.4% | +14.8% |
| 30D | +6.2% | +2.0% | +4.2% | +5.5% |
| 3M | +3.6% | +24.3% | -20.7% | -3.4% |
| 6M | +130.8% | +21.1% | +109.7% | +116.5% |
| YTD | +195.8% | +30.4% | +165.3% | +170.2% |
| 1Y | +225.0% | +18.4% | +206.6% | +205.5% |
| 3Y | +452.3% | +65.5% | +386.8% | +361.9% |
| 5Y | +303.6% | +29.9% | +273.7% | +260.3% |
| 10Y | +528.8% | +186.6% | +342.1% | +309.1% |
| All | +528.8% | +186.0% | +342.8% | +309.1% |
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