+280.3%
DOCN vs LHX
-4.3%
+284.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.3% | +12.9% | +12.6% |
| 7D | +16.3% | -2.5% | +18.8% | +15.8% |
| 30D | +2.0% | -10.4% | +12.4% | 0.0% |
| 3M | -25.2% | -14.9% | -10.2% | -26.5% |
| 6M | +132.7% | -29.6% | +162.3% | +138.6% |
| YTD | +163.3% | -11.8% | +175.1% | +174.6% |
| 1Y | +280.3% | -5.1% | +285.4% | +322.6% |
| All | +280.3% | -4.3% | +284.7% | +322.6% |
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