-7.7%
LHX vs DOCS
+28.9%
-36.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | +0.3% |
| 7D | +6.5% | -4.2% | +10.7% | +6.4% |
| 30D | +16.1% | +8.6% | +7.5% | +16.1% |
| 3M | -2.8% | +27.2% | -30.1% | -2.8% |
| 6M | -7.7% | +26.5% | -34.2% | -7.4% |
| All | -7.7% | +28.9% | -36.6% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling