+12,882.1%
BLK vs LHX
+3,459.7%
+9,422.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.1% |
| 7D | -3.3% | -4.3% | +0.9% | -1.7% |
| 30D | -6.5% | -15.1% | +8.6% | -0.5% |
| 3M | +6.7% | -21.0% | +27.7% | +16.1% |
| 6M | +14.7% | -32.0% | +46.7% | +32.1% |
| YTD | +2.5% | -15.3% | +17.9% | +7.6% |
| 1Y | -2.8% | -11.1% | +8.3% | -0.2% |
| 3Y | +65.9% | +54.0% | +11.8% | +35.3% |
| 5Y | +33.0% | +17.1% | +15.9% | +18.2% |
| 10Y | +281.2% | +225.8% | +55.4% | +122.5% |
| All | +12,882.1% | +3,459.7% | +9,422.4% | +3,671.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling