+74.4%
LMT vs DOC
-24.0%
+98.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.2% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | -8.2% | -3.7% | -4.5% | -7.9% |
| 3M | +3.7% | +5.2% | -1.5% | +2.9% |
| 6M | -19.2% | +22.5% | -41.7% | -21.6% |
| YTD | +12.9% | +33.2% | -20.4% | +8.1% |
| 1Y | +19.8% | +19.8% | 0.0% | +16.4% |
| 3Y | +37.3% | +23.8% | +13.5% | +32.6% |
| 5Y | +74.4% | -25.4% | +99.8% | +75.6% |
| All | +74.4% | -24.0% | +98.4% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling