+183.3%
LMT vs DOC
-4.1%
+187.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -6.3% | -1.5% | -4.8% | -5.9% |
| 30D | -8.5% | -4.8% | -3.7% | -7.5% |
| 3M | +1.8% | +6.9% | -5.1% | 0.0% |
| 6M | -19.9% | +20.7% | -40.7% | -24.0% |
| YTD | +10.6% | +34.1% | -23.6% | +2.0% |
| 1Y | +17.9% | +22.6% | -4.7% | +11.0% |
| 3Y | +27.0% | +20.8% | +6.1% | +18.1% |
| 5Y | +68.7% | -24.9% | +93.5% | +77.2% |
| All | +183.3% | -4.1% | +187.5% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling