+1,308.7%
LHX vs SIMO
+2,177.2%
-868.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.8% |
| 7D | +4.8% | +4.1% | +0.7% | +4.3% |
| 30D | +14.7% | -24.0% | +38.6% | +17.4% |
| 3M | -5.1% | -31.8% | +26.6% | -2.6% |
| 6M | -9.9% | -36.9% | +27.0% | -8.3% |
| YTD | -6.1% | +84.8% | -90.9% | -18.2% |
| 1Y | -4.0% | +99.0% | -103.0% | -17.2% |
| 3Y | +56.9% | +217.9% | -161.0% | +24.0% |
| 5Y | +36.6% | +171.5% | -134.9% | +6.8% |
| 10Y | +217.5% | +393.3% | -175.8% | +116.1% |
| All | +1,308.7% | +2,177.2% | -868.6% | +498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling