+250.2%
DOCN vs LHX
-4.7%
+254.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +2.4% |
| 7D | +1.1% | -2.4% | +3.6% | +0.7% |
| 30D | -9.6% | -10.4% | +0.7% | -11.4% |
| 3M | -37.7% | -16.9% | -20.8% | -38.8% |
| 6M | +115.2% | -29.9% | +145.1% | +120.8% |
| YTD | +133.7% | -12.0% | +145.7% | +143.7% |
| 1Y | +250.2% | -4.5% | +254.7% | +297.9% |
| All | +250.2% | -4.7% | +254.8% | +297.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling