+231.5%
LHX vs DOC
-2.1%
+233.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -9.9% | -4.8% | -5.2% | -8.7% |
| 3M | -16.5% | +6.9% | -23.4% | -18.3% |
| 6M | -29.6% | +20.7% | -50.3% | -34.0% |
| YTD | -11.6% | +34.1% | -45.7% | -20.0% |
| 1Y | -4.1% | +22.6% | -26.7% | -11.0% |
| 3Y | +53.3% | +20.8% | +32.4% | +40.2% |
| 5Y | +22.3% | -24.9% | +47.1% | +29.4% |
| All | +231.5% | -2.1% | +233.6% | +225.8% |
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