+100.5%
SIMO vs LTH
+84.0%
+16.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.3% | -15.9% | -9.1% |
| 7D | -16.9% | +9.9% | -26.7% | -16.2% |
| 30D | -35.4% | +18.3% | -53.7% | -34.5% |
| 3M | -31.9% | +5.9% | -37.8% | -31.1% |
| 6M | -19.3% | +80.3% | -99.6% | -21.6% |
| YTD | +98.5% | +78.3% | +20.2% | +91.2% |
| 1Y | +100.5% | +81.0% | +19.5% | +93.0% |
| All | +100.5% | +84.0% | +16.5% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling