+179.3%
SIMO vs LTH
+183.0%
-3.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | -8.2% | +7.0% | -15.2% | -9.3% |
| 30D | -34.6% | +15.4% | -50.0% | -36.3% |
| 3M | -32.6% | +7.0% | -39.7% | -33.5% |
| 6M | -31.8% | +46.9% | -78.7% | -37.0% |
| YTD | +87.6% | +76.4% | +11.2% | +66.5% |
| 1Y | +86.7% | +83.7% | +2.9% | +64.2% |
| 3Y | +227.4% | +248.9% | -21.4% | +156.1% |
| 5Y | +173.0% | +141.8% | +31.2% | +110.2% |
| All | +179.3% | +183.0% | -3.7% | +112.7% |
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