-9.3%
LHX vs DOCS
-47.4%
+38.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.3% | -12.8% | -6.2% |
| 7D | -0.3% | +1.2% | -1.6% | -0.2% |
| 30D | +9.7% | +21.3% | -11.7% | +10.2% |
| 3M | -8.5% | +58.4% | -66.9% | -7.2% |
| 6M | -15.1% | +39.3% | -54.4% | -14.1% |
| YTD | -10.4% | -21.7% | +11.3% | -13.1% |
| 1Y | -9.3% | -47.3% | +38.0% | -15.0% |
| All | -9.3% | -47.4% | +38.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling