+61.3%
LHX vs SIMO
+462.5%
-401.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -0.1% |
| 7D | -2.5% | +14.6% | -17.1% | -2.0% |
| 30D | -10.4% | +6.2% | -16.6% | -10.1% |
| 3M | -14.9% | +3.6% | -18.5% | -14.3% |
| 6M | -29.6% | +130.8% | -160.4% | -28.2% |
| YTD | -11.8% | +195.8% | -207.6% | -10.7% |
| 1Y | -5.1% | +225.0% | -230.1% | -4.1% |
| 3Y | +61.3% | +452.3% | -391.0% | +60.0% |
| All | +61.3% | +462.5% | -401.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling