-35.6%
DOCN vs LHX
+29.0%
-64.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -19.2% | -6.4% | -12.8% | -18.2% |
| 30D | -43.1% | +11.2% | -54.3% | -44.2% |
| 3M | -40.7% | -9.8% | -30.9% | -39.5% |
| 6M | -55.0% | -13.2% | -41.7% | -54.0% |
| YTD | +50.6% | -10.4% | +61.0% | +52.5% |
| 1Y | +54.0% | -7.3% | +61.3% | +54.4% |
| 3Y | +203.9% | +51.5% | +152.4% | +154.0% |
| All | -35.6% | +29.0% | -64.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling