+191.5%
SIMO vs LTH
+174.8%
+16.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.6% |
| 7D | +14.9% | -4.6% | +19.5% | +15.7% |
| 30D | -27.0% | +14.8% | -41.8% | -28.8% |
| 3M | -25.4% | +3.9% | -29.3% | -26.1% |
| 6M | -30.3% | +35.5% | -65.8% | -34.6% |
| YTD | +95.8% | +71.3% | +24.5% | +74.6% |
| 1Y | +100.0% | +75.7% | +24.3% | +77.4% |
| 3Y | +238.3% | +231.9% | +6.3% | +166.7% |
| 5Y | +187.6% | +130.5% | +57.1% | +122.9% |
| All | +191.5% | +174.8% | +16.6% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling