+323.1%
DOCN vs LHX
+59.4%
+263.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.0% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | -9.6% | -9.9% | +0.3% | -8.5% |
| 3M | -37.7% | -16.5% | -21.2% | -36.2% |
| 6M | +115.2% | -29.6% | +144.8% | +133.5% |
| YTD | +133.7% | -11.6% | +145.3% | +135.9% |
| 1Y | +250.2% | -4.1% | +254.2% | +239.7% |
| All | +323.1% | +59.4% | +263.7% | +221.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling