-11.1%
LHX vs SIMO
+239.1%
-250.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.4% | -0.7% |
| 7D | -4.3% | +11.0% | -15.3% | -3.7% |
| 30D | -15.1% | +17.9% | -33.0% | -14.2% |
| 3M | -21.0% | +3.9% | -24.9% | -19.9% |
| 6M | -32.0% | +131.0% | -163.0% | -28.7% |
| YTD | -15.3% | +209.3% | -224.6% | -12.6% |
| 1Y | -11.1% | +223.8% | -234.8% | -7.6% |
| All | -11.1% | +239.1% | -250.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling