+60.5%
LHX vs DOCS
+32.7%
+27.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.7% |
| 7D | -0.6% | -0.6% | -0.1% | -0.6% |
| 30D | +16.5% | +6.3% | +10.2% | +16.4% |
| 3M | -4.3% | +26.5% | -30.8% | -4.5% |
| 6M | -7.1% | +24.8% | -31.9% | -7.4% |
| YTD | -4.8% | -26.8% | +21.9% | -4.4% |
| 1Y | -5.5% | -38.3% | +32.8% | -4.8% |
| 3Y | +60.5% | +36.0% | +24.4% | +56.6% |
| All | +60.5% | +32.7% | +27.8% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling