+90.3%
LHX vs DOCU
+80.0%
+10.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.9% |
| 7D | -2.0% | +6.9% | -8.8% | -2.2% |
| 30D | -9.9% | +19.0% | -28.9% | -10.6% |
| 3M | -16.5% | +34.3% | -50.8% | -17.6% |
| 6M | -29.6% | +48.0% | -77.6% | -30.9% |
| YTD | -11.6% | 0.0% | -11.6% | -11.8% |
| 1Y | -4.1% | -10.3% | +6.2% | -4.0% |
| 3Y | +53.3% | +32.4% | +20.9% | +48.9% |
| 5Y | +22.3% | -77.9% | +100.2% | +27.8% |
| All | +90.3% | +80.0% | +10.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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