+33.4%
LHX vs DOC
-19.7%
+53.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.7% | +4.1% |
| 7D | -2.7% | +5.9% | -8.6% | -3.9% |
| 30D | +14.5% | +10.3% | +4.3% | +12.1% |
| 3M | -4.9% | -2.2% | -2.7% | -4.6% |
| 6M | -8.6% | +8.2% | -16.8% | -10.4% |
| YTD | -6.4% | +35.4% | -41.8% | -13.3% |
| 1Y | -5.1% | +23.6% | -28.7% | -10.1% |
| 3Y | +59.1% | +57.3% | +1.8% | +38.4% |
| 5Y | +33.4% | -19.6% | +53.0% | +36.8% |
| All | +33.4% | -19.7% | +53.1% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling