+3,365.1%
SIMO vs LH
+695.4%
+2,669.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.1% | +9.3% |
| 7D | +4.2% | -2.5% | +6.7% | +5.3% |
| 30D | +4.1% | +4.3% | -0.3% | +2.0% |
| 3M | -12.9% | +25.5% | -38.4% | -21.7% |
| 6M | +110.3% | +17.0% | +93.4% | +94.4% |
| YTD | +178.6% | +31.3% | +147.3% | +143.5% |
| 1Y | +220.0% | +20.0% | +200.0% | +190.0% |
| 3Y | +409.0% | +63.9% | +345.2% | +294.1% |
| 5Y | +277.3% | +30.9% | +246.5% | +216.1% |
| 10Y | +506.6% | +191.4% | +315.2% | +203.2% |
| All | +3,365.1% | +695.4% | +2,669.7% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling