+60.1%
DOCN vs LHX
+22.8%
+37.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | -9.6% | -9.9% | +0.3% | -7.9% |
| 3M | -37.7% | -16.5% | -21.2% | -35.7% |
| 6M | +115.2% | -29.6% | +144.8% | +133.3% |
| YTD | +133.7% | -11.6% | +145.3% | +137.1% |
| 1Y | +250.2% | -4.1% | +254.2% | +244.4% |
| 3Y | +320.3% | +53.3% | +267.0% | +253.3% |
| All | +60.1% | +22.8% | +37.3% | +24.7% |
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