+29.6%
LHX vs DOCS
-36.0%
+65.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | -2.0% | -1.4% | -0.5% | -2.0% |
| 30D | -9.9% | +21.8% | -31.8% | -10.0% |
| 3M | -16.5% | +27.3% | -43.8% | -16.6% |
| 6M | -29.6% | -0.3% | -29.3% | -29.6% |
| YTD | -11.6% | -40.5% | +28.9% | -11.3% |
| 1Y | -4.1% | -61.5% | +57.5% | -3.5% |
| 3Y | +53.3% | +8.2% | +45.1% | +53.2% |
| 5Y | +22.3% | -73.4% | +95.7% | +20.8% |
| All | +29.6% | -36.0% | +65.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling