+91.0%
DOCN vs LHX
-8.0%
+99.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.1% |
| 7D | +19.1% | +4.8% | +14.3% | +19.7% |
| 30D | -21.0% | +14.7% | -35.7% | -18.7% |
| 3M | -34.7% | -5.1% | -29.6% | -34.4% |
| 6M | -45.8% | -9.9% | -35.9% | -45.1% |
| YTD | +79.4% | -6.1% | +85.5% | +80.5% |
| 1Y | +91.0% | -4.0% | +95.0% | +88.6% |
| All | +91.0% | -8.0% | +99.0% | +88.6% |
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 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