+84.6%
SIMO vs LTH
+83.5%
+1.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.6% |
| 7D | -8.5% | +7.0% | -15.5% | -8.0% |
| 30D | -34.8% | +15.4% | -50.3% | -34.1% |
| 3M | -32.8% | +7.0% | -39.9% | -32.1% |
| 6M | -32.0% | +46.9% | -78.9% | -34.3% |
| YTD | +87.0% | +76.4% | +10.6% | +76.2% |
| All | +84.6% | +83.5% | +1.2% | +71.5% |
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