+51.5%
LHX vs DOC
+44.2%
+7.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -6.4% | +6.5% | -12.8% | -7.3% |
| 30D | +11.2% | +9.2% | +2.1% | +9.7% |
| 3M | -9.8% | -2.5% | -7.3% | -9.6% |
| 6M | -13.2% | +7.1% | -20.3% | -14.3% |
| YTD | -10.4% | +33.0% | -43.4% | -14.9% |
| 1Y | -7.3% | +23.3% | -30.6% | -10.7% |
| 3Y | +51.5% | +44.9% | +6.5% | +40.9% |
| All | +51.5% | +44.2% | +7.3% | +40.9% |
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