+105.1%
DOCN vs LHX
+56.5%
+48.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.6% |
| 7D | +3.7% | +6.5% | -2.8% | +2.7% |
| 30D | -33.7% | +16.1% | -49.8% | -35.3% |
| 3M | -27.9% | -2.8% | -25.1% | -27.4% |
| 6M | -46.4% | -7.7% | -38.7% | -45.9% |
| YTD | +81.1% | -4.6% | +85.7% | +81.5% |
| 1Y | +74.3% | -6.8% | +81.1% | +75.8% |
| 3Y | +245.8% | +60.8% | +185.0% | +193.5% |
| 5Y | -23.7% | +39.5% | -63.3% | -37.5% |
| All | +105.1% | +56.5% | +48.5% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling