+174.4%
SIMO vs LTH
+186.2%
-11.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.9% |
| 7D | -16.0% | +6.4% | -22.4% | -17.0% |
| 30D | -35.8% | +16.7% | -52.5% | -37.5% |
| 3M | -26.5% | +11.7% | -38.2% | -28.0% |
| 6M | -33.0% | +48.5% | -81.5% | -38.2% |
| YTD | +84.3% | +78.4% | +5.9% | +63.3% |
| 1Y | +82.0% | +89.7% | -7.7% | +59.2% |
| 3Y | +218.5% | +245.6% | -27.1% | +149.5% |
| 5Y | +175.0% | +142.7% | +32.3% | +111.5% |
| All | +174.4% | +186.2% | -11.7% | +108.6% |
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