+1,226.4%
LHX vs SIMO
+3,332.4%
-2,105.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.7% |
| 7D | -2.0% | +4.2% | -6.2% | -2.5% |
| 30D | -9.9% | +4.1% | -14.0% | -10.7% |
| 3M | -16.5% | -12.9% | -3.6% | -16.6% |
| 6M | -29.6% | +110.3% | -139.9% | -37.9% |
| YTD | -11.6% | +178.6% | -190.1% | -25.4% |
| 1Y | -4.1% | +220.0% | -224.1% | -20.9% |
| 3Y | +53.3% | +409.0% | -355.8% | +16.2% |
| 5Y | +22.3% | +277.3% | -255.1% | -6.4% |
| 10Y | +231.9% | +506.6% | -274.7% | +124.7% |
| All | +1,226.4% | +3,332.4% | -2,105.9% | +445.5% |
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 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