+215.7%
SIMO vs LTH
+268.4%
-52.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | -22.0% | +4.5% | -26.5% | -22.6% |
| 30D | -43.0% | +16.3% | -59.4% | -44.5% |
| 3M | -39.1% | +8.4% | -47.5% | -40.0% |
| 6M | -33.3% | +40.3% | -73.6% | -38.3% |
| YTD | +77.0% | +77.3% | -0.3% | +54.1% |
| 1Y | +73.0% | +88.0% | -14.9% | +48.3% |
| 3Y | +215.7% | +274.3% | -58.5% | +141.3% |
| All | +215.7% | +268.4% | -52.7% | +141.3% |
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