+388.8%
SIMO vs LH
+261.9%
+126.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +4.1% | +1.1% | +3.0% | +3.8% |
| 30D | -24.0% | +16.7% | -40.7% | -27.3% |
| 3M | -31.8% | +15.1% | -46.9% | -34.7% |
| 6M | -36.9% | +46.3% | -83.2% | -44.1% |
| YTD | +84.8% | +48.8% | +36.1% | +62.0% |
| 1Y | +99.0% | +39.7% | +59.3% | +77.9% |
| 3Y | +217.9% | +87.0% | +130.9% | +155.7% |
| 5Y | +171.5% | +53.0% | +118.5% | +130.1% |
| All | +388.8% | +261.9% | +126.9% | +180.7% |
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