+57.5%
LHX vs DOC
+20.8%
+36.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | -9.9% | -4.8% | -5.2% | -9.4% |
| 3M | -16.5% | +6.9% | -23.4% | -17.4% |
| 6M | -29.6% | +20.7% | -50.3% | -31.6% |
| YTD | -11.6% | +34.1% | -45.7% | -16.0% |
| 1Y | -4.1% | +22.6% | -26.7% | -7.4% |
| All | +57.5% | +20.8% | +36.8% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling