-19.9%
LMT vs SIMO
+112.6%
-132.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -1.2% |
| 7D | -6.3% | +4.2% | -10.5% | -6.2% |
| 30D | -8.5% | +4.1% | -12.6% | -8.4% |
| 3M | +1.8% | -12.9% | +14.7% | +0.9% |
| 6M | -19.9% | +110.3% | -130.3% | -19.8% |
| All | -19.9% | +112.6% | -132.6% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling