+170.0%
SIMO vs LTH
+137.1%
+32.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.8% | -5.9% |
| 7D | +4.1% | -1.3% | +5.4% | +4.3% |
| 30D | -24.0% | +15.7% | -39.6% | -25.9% |
| 3M | -31.8% | +5.0% | -36.8% | -32.5% |
| 6M | -36.9% | +37.7% | -74.6% | -41.0% |
| YTD | +84.8% | +75.0% | +9.8% | +64.2% |
| 1Y | +99.0% | +82.6% | +16.3% | +75.2% |
| 3Y | +217.9% | +241.3% | -23.4% | +149.6% |
| All | +170.0% | +137.1% | +32.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling