+211.9%
LHX vs DOC
+21.5%
+190.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +15.8% | +6.6% | +9.2% | +13.6% |
| 3M | -6.1% | -1.1% | -4.9% | -5.9% |
| 6M | -11.4% | +4.8% | -16.2% | -13.0% |
| YTD | -6.3% | +32.1% | -38.3% | -15.0% |
| 1Y | -8.0% | +21.9% | -29.8% | -14.5% |
| 3Y | +58.1% | +51.4% | +6.6% | +33.9% |
| 5Y | +36.3% | -21.2% | +57.5% | +42.0% |
| All | +211.9% | +21.5% | +190.5% | +193.1% |
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