+222.0%
LHX vs BLDR
+383.3%
-161.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | -4.3% | -8.2% | +4.0% | -3.1% |
| 30D | -15.1% | -16.6% | +1.5% | -13.0% |
| 3M | -21.0% | -23.2% | +2.2% | -18.5% |
| 6M | -32.0% | -33.7% | +1.7% | -28.6% |
| YTD | -15.3% | -41.3% | +26.0% | -9.8% |
| 1Y | -11.1% | -58.8% | +47.8% | -0.5% |
| 3Y | +54.0% | -57.5% | +111.5% | +65.7% |
| 5Y | +17.1% | +12.9% | +4.2% | +2.9% |
| All | +222.0% | +383.3% | -161.3% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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