+17.7%
LMT vs SIMO
+234.0%
-216.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.1% |
| 7D | -1.3% | +14.5% | -15.8% | -0.9% |
| 30D | -12.5% | +20.4% | -32.9% | -12.0% |
| 3M | -0.5% | +7.1% | -7.6% | -0.4% |
| 6M | -20.0% | +129.2% | -149.3% | -17.4% |
| YTD | +10.4% | +201.9% | -191.5% | +14.6% |
| 1Y | +17.7% | +235.5% | -217.8% | +21.8% |
| All | +17.7% | +234.0% | -216.2% | +21.8% |
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