+36.0%
LHX vs DOC
-21.4%
+57.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.8% | -0.9% | +5.7% | +5.0% |
| 30D | +14.7% | +7.7% | +6.9% | +12.8% |
| 3M | -5.1% | -2.0% | -3.1% | -4.9% |
| 6M | -9.9% | +5.9% | -15.8% | -11.3% |
| YTD | -6.1% | +31.8% | -37.9% | -12.6% |
| 1Y | -4.0% | +22.5% | -26.5% | -9.0% |
| 3Y | +56.9% | +54.7% | +2.2% | +36.8% |
| All | +36.0% | -21.4% | +57.4% | +40.8% |
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