+3,099.7%
LMT vs BLK
+12,998.0%
-9,898.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -0.2% | -3.3% | +3.1% | +0.5% |
| 30D | -13.1% | -6.5% | -6.5% | -11.8% |
| 3M | -3.9% | +6.7% | -10.6% | -5.4% |
| 6M | -18.3% | +14.7% | -33.0% | -21.0% |
| YTD | +10.3% | +2.5% | +7.8% | +9.0% |
| 1Y | +14.2% | -2.8% | +17.0% | +14.0% |
| 3Y | +35.0% | +65.9% | -30.9% | +18.1% |
| 5Y | +73.2% | +33.0% | +40.3% | +56.4% |
| 10Y | +186.8% | +281.2% | -94.4% | +102.6% |
| All | +3,099.7% | +12,998.0% | -9,898.3% | +2,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling