+212.5%
LHX vs SIMO
+394.4%
-181.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.4% |
| 7D | +4.8% | +4.1% | +0.7% | +4.6% |
| 30D | +14.7% | -24.0% | +38.6% | +15.5% |
| 3M | -5.1% | -31.8% | +26.6% | -4.4% |
| 6M | -9.9% | -36.9% | +27.0% | -9.4% |
| YTD | -6.1% | +84.8% | -90.9% | -13.1% |
| 1Y | -4.0% | +99.0% | -103.0% | -11.7% |
| 3Y | +56.9% | +217.9% | -161.0% | +36.2% |
| 5Y | +36.6% | +171.5% | -134.9% | +17.7% |
| All | +212.5% | +394.4% | -181.9% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling