+2,101.2%
SIMO vs LH
+791.9%
+1,309.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | -22.0% | +1.4% | -23.4% | -22.5% |
| 30D | -43.0% | +17.5% | -60.5% | -46.9% |
| 3M | -39.1% | +16.1% | -55.2% | -43.2% |
| 6M | -33.3% | +43.4% | -76.6% | -43.6% |
| YTD | +77.0% | +47.2% | +29.8% | +46.9% |
| 1Y | +73.0% | +50.1% | +22.9% | +42.0% |
| 3Y | +215.7% | +81.2% | +134.6% | +134.1% |
| 5Y | +155.6% | +63.7% | +91.9% | +93.0% |
| 10Y | +388.4% | +269.2% | +119.2% | +116.3% |
| All | +2,101.2% | +791.9% | +1,309.3% | +384.0% |
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