+37.6%
LHX vs DOCS
-19.0%
+56.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | +2.6% | +2.2% | +4.8% |
| 30D | +14.7% | +11.4% | +3.2% | +14.6% |
| 3M | -5.1% | +25.4% | -30.5% | -5.2% |
| 6M | -9.9% | +42.5% | -52.4% | -10.1% |
| YTD | -6.1% | -24.7% | +18.6% | -6.0% |
| 1Y | -4.0% | -32.9% | +29.0% | -3.8% |
| 3Y | +56.9% | +39.6% | +17.3% | +56.7% |
| 5Y | +36.6% | -54.6% | +91.2% | +35.1% |
| All | +37.6% | -19.0% | +56.6% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling