+222.4%
LHX vs DOC
+23.6%
+198.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +6.5% | +1.0% | +5.4% | +6.2% |
| 30D | +16.1% | +8.1% | +8.0% | +13.4% |
| 3M | -2.8% | +0.9% | -3.7% | -3.3% |
| 6M | -7.7% | +6.3% | -14.0% | -9.7% |
| YTD | -4.6% | +33.8% | -38.4% | -13.9% |
| 1Y | -6.8% | +21.6% | -28.4% | -13.4% |
| 3Y | +60.8% | +53.4% | +7.5% | +35.7% |
| 5Y | +39.5% | -21.0% | +60.6% | +45.3% |
| 10Y | +222.4% | +22.5% | +199.9% | +198.1% |
| All | +222.4% | +23.6% | +198.8% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling