+54.0%
LHX vs BLDR
-57.1%
+111.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -4.3% | -8.2% | +4.0% | -3.6% |
| 30D | -15.1% | -16.6% | +1.5% | -13.8% |
| 3M | -21.0% | -23.2% | +2.2% | -19.4% |
| 6M | -32.0% | -33.7% | +1.7% | -29.9% |
| YTD | -15.3% | -41.3% | +26.0% | -11.9% |
| 1Y | -11.1% | -58.8% | +47.8% | -5.1% |
| 3Y | +54.0% | -57.5% | +111.5% | +60.1% |
| All | +54.0% | -57.1% | +111.1% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling