+34.1%
LMT vs SIMO
+90.9%
-56.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -1.5% |
| 7D | +5.1% | +4.1% | +1.0% | +5.3% |
| 30D | +14.1% | -24.0% | +38.1% | +13.0% |
| 3M | +0.3% | -31.8% | +32.1% | -1.0% |
| 6M | +16.1% | -36.9% | +53.0% | +14.2% |
| YTD | +25.5% | +84.8% | -59.4% | +33.1% |
| 1Y | +34.1% | +99.0% | -64.9% | +43.1% |
| All | +34.1% | +90.9% | -56.7% | +43.1% |
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