+17.9%
LMT vs BLK
+3.3%
+14.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.3% | -3.6% | -2.6% | -5.9% |
| 30D | -8.5% | -1.0% | -7.5% | -8.4% |
| 3M | +1.8% | +10.4% | -8.5% | +0.7% |
| 6M | -19.9% | +8.2% | -28.1% | -20.4% |
| YTD | +10.6% | +6.0% | +4.5% | +10.5% |
| 1Y | +17.9% | +3.3% | +14.6% | +21.0% |
| All | +17.9% | +3.3% | +14.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling