+82.0%
SIMO vs LTH
+85.5%
-3.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.7% |
| 7D | -16.0% | +6.4% | -22.4% | -15.6% |
| 30D | -35.8% | +16.7% | -52.5% | -35.0% |
| 3M | -26.5% | +11.7% | -38.2% | -25.5% |
| 6M | -33.0% | +48.5% | -81.5% | -35.1% |
| YTD | +84.3% | +78.4% | +5.9% | +73.8% |
| 1Y | +82.0% | +89.7% | -7.7% | +69.2% |
| All | +82.0% | +85.5% | -3.5% | +69.2% |
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