+74.4%
LMT vs SIMO
+297.1%
-222.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +2.2% |
| 7D | -1.5% | +14.6% | -16.1% | -1.3% |
| 30D | -8.2% | +6.2% | -14.5% | -8.1% |
| 3M | +3.7% | +3.6% | +0.2% | +3.7% |
| 6M | -19.2% | +130.8% | -150.0% | -18.3% |
| YTD | +12.9% | +195.8% | -182.9% | +14.2% |
| 1Y | +19.8% | +225.0% | -205.2% | +21.3% |
| 3Y | +37.3% | +452.3% | -415.0% | +38.9% |
| 5Y | +74.4% | +303.6% | -229.2% | +77.9% |
| All | +74.4% | +297.1% | -222.7% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling