-7.3%
LHX vs DOCS
-49.1%
+41.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.6% |
| 7D | -6.4% | -0.8% | -5.6% | -6.4% |
| 30D | +11.2% | +17.4% | -6.2% | +11.7% |
| 3M | -9.8% | +57.4% | -67.2% | -8.5% |
| 6M | -13.2% | +26.5% | -39.8% | -12.6% |
| YTD | -10.4% | -26.6% | +16.2% | -13.5% |
| 1Y | -7.3% | -48.1% | +40.7% | -12.6% |
| All | -7.3% | -49.1% | +41.8% | -12.6% |
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