+415.5%
SIMO vs LTH
+152.2%
+263.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | -0.6% | +4.9% | +4.3% |
| 30D | +4.1% | -4.6% | +8.7% | +4.9% |
| 3M | -12.9% | +32.8% | -45.7% | -18.6% |
| 6M | +110.3% | +64.6% | +45.7% | +87.1% |
| YTD | +178.6% | +62.6% | +115.9% | +146.9% |
| 1Y | +220.0% | +49.9% | +170.0% | +188.8% |
| All | +415.5% | +152.2% | +263.3% | +318.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling