+1,380.5%
LMT vs SIMO
+3,332.4%
-1,951.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.0% |
| 7D | -6.3% | +4.2% | -10.5% | -6.6% |
| 30D | -8.5% | +4.1% | -12.6% | -9.0% |
| 3M | +1.8% | -12.9% | +14.7% | +1.8% |
| 6M | -19.9% | +110.3% | -130.3% | -25.7% |
| YTD | +10.6% | +178.6% | -168.0% | -0.1% |
| 1Y | +17.9% | +220.0% | -202.0% | +5.2% |
| 3Y | +27.0% | +409.0% | -382.1% | +7.6% |
| 5Y | +68.7% | +277.3% | -208.6% | +43.6% |
| 10Y | +181.1% | +506.6% | -325.5% | +121.9% |
| All | +1,380.5% | +3,332.4% | -1,951.8% | +765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling