+19.2%
LHX vs SIMO
+312.7%
-293.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | -3.7% | +14.5% | -18.2% | -3.5% |
| 30D | -13.2% | +20.4% | -33.6% | -12.9% |
| 3M | -18.4% | +7.1% | -25.5% | -18.0% |
| 6M | -32.0% | +129.2% | -161.2% | -32.1% |
| YTD | -13.6% | +201.9% | -215.6% | -14.6% |
| 1Y | -6.0% | +235.5% | -241.5% | -7.3% |
| 3Y | +57.9% | +463.8% | -405.9% | +52.4% |
| 5Y | +19.2% | +306.7% | -287.5% | +18.5% |
| All | +19.2% | +312.7% | -293.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling