+7,801.0%
LHX vs DOC
+2,934.4%
+4,866.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -7.3% |
| 7D | -0.3% | +8.7% | -9.1% | -2.7% |
| 30D | +9.7% | +7.6% | +2.0% | +7.4% |
| 3M | -8.5% | -5.3% | -3.3% | -7.4% |
| 6M | -15.1% | +27.6% | -42.7% | -21.4% |
| YTD | -10.4% | +32.4% | -42.8% | -18.2% |
| 1Y | -9.3% | +22.9% | -32.2% | -15.5% |
| 3Y | +48.2% | +43.1% | +5.1% | +30.2% |
| 5Y | +29.2% | -21.4% | +50.6% | +32.7% |
| 10Y | +232.2% | +16.8% | +215.4% | +193.7% |
| All | +7,801.0% | +2,934.4% | +4,866.6% | +3,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling