+222.0%
LHX vs SIMO
+605.2%
-383.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.4% | -1.4% |
| 7D | -4.3% | +11.0% | -15.3% | -4.7% |
| 30D | -15.1% | +17.9% | -33.0% | -15.8% |
| 3M | -21.0% | +3.9% | -24.9% | -21.4% |
| 6M | -32.0% | +131.0% | -163.0% | -36.2% |
| YTD | -15.3% | +209.3% | -224.6% | -22.8% |
| 1Y | -11.1% | +223.8% | -234.8% | -19.4% |
| 3Y | +54.0% | +479.2% | -425.2% | +30.4% |
| 5Y | +17.1% | +316.0% | -298.9% | +0.5% |
| All | +222.0% | +605.2% | -383.1% | +141.6% |
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