+213.5%
LMT vs DOC
+14.9%
+198.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -10.5% | +6.2% | -16.7% | -11.8% |
| 30D | +12.9% | +6.5% | +6.5% | +11.2% |
| 3M | +0.4% | -6.2% | +6.6% | +1.7% |
| 6M | +14.7% | +25.6% | -10.9% | +7.7% |
| YTD | +21.3% | +32.1% | -10.8% | +12.1% |
| 1Y | +24.9% | +20.3% | +4.6% | +18.1% |
| 3Y | +37.7% | +42.7% | -5.1% | +22.2% |
| 5Y | +93.8% | -22.2% | +115.9% | +101.4% |
| All | +213.5% | +14.9% | +198.6% | +198.9% |
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