+198.1%
DOCN vs LHX
+44.7%
+153.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.3% | +12.9% | +12.7% |
| 7D | +16.3% | -2.5% | +18.8% | +16.8% |
| 30D | +2.0% | -10.4% | +12.4% | +4.0% |
| 3M | -25.2% | -14.9% | -10.2% | -23.4% |
| 6M | +132.7% | -29.6% | +162.3% | +151.0% |
| YTD | +163.3% | -11.8% | +175.1% | +167.1% |
| 1Y | +280.3% | -5.1% | +285.4% | +275.8% |
| 3Y | +371.8% | +61.3% | +310.5% | +297.7% |
| 5Y | +87.1% | +22.4% | +64.7% | +53.1% |
| All | +198.1% | +44.7% | +153.4% | +157.6% |
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