+25.9%
LMT vs SIMO
+94.5%
-68.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.6% | +2.7% | -7.3% |
| 7D | -5.5% | -16.9% | +11.4% | -6.4% |
| 30D | +17.5% | -35.4% | +52.8% | +15.5% |
| 3M | +1.6% | -31.9% | +33.5% | +0.2% |
| 6M | +16.3% | -19.3% | +35.6% | +15.7% |
| YTD | +25.3% | +98.5% | -73.2% | +32.9% |
| 1Y | +25.9% | +100.5% | -74.6% | +33.5% |
| All | +25.9% | +94.5% | -68.6% | +33.5% |
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 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