+275.1%
BLK vs LHX
+227.8%
+47.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.1% |
| 7D | -3.3% | -4.3% | +0.9% | -1.6% |
| 30D | -6.5% | -15.1% | +8.6% | -0.3% |
| 3M | +6.7% | -21.0% | +27.7% | +16.4% |
| 6M | +14.7% | -32.0% | +46.7% | +32.9% |
| YTD | +2.5% | -15.3% | +17.9% | +7.5% |
| 1Y | -2.8% | -11.1% | +8.3% | -0.5% |
| 3Y | +65.9% | +54.0% | +11.8% | +31.1% |
| 5Y | +33.0% | +17.1% | +15.9% | +15.3% |
| All | +275.1% | +227.8% | +47.3% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling