+36.2%
LMT vs SIMO
+214.6%
-178.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.7% | -1.5% |
| 7D | -11.0% | -22.0% | +11.0% | -11.6% |
| 30D | +13.6% | -43.0% | +56.6% | +12.0% |
| 3M | -2.1% | -39.1% | +37.0% | -3.2% |
| 6M | +11.7% | -33.3% | +45.0% | +10.6% |
| YTD | +19.4% | +77.0% | -57.6% | +19.9% |
| 1Y | +24.1% | +73.0% | -49.0% | +24.7% |
| 3Y | +36.2% | +215.7% | -179.6% | +33.4% |
| All | +36.2% | +214.6% | -178.4% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling