+12,786.6%
LMT vs DOC
+2,934.4%
+9,852.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.1% | -10.0% | -7.5% |
| 7D | -5.5% | +8.7% | -14.2% | -7.2% |
| 30D | +17.5% | +7.6% | +9.8% | +15.6% |
| 3M | +1.6% | -5.3% | +6.9% | +2.5% |
| 6M | +16.3% | +27.6% | -11.3% | +9.9% |
| YTD | +25.3% | +32.4% | -7.2% | +17.1% |
| 1Y | +25.9% | +22.9% | +3.0% | +19.4% |
| 3Y | +42.2% | +43.1% | -0.9% | +29.0% |
| 5Y | +102.7% | -21.4% | +124.1% | +106.4% |
| 10Y | +227.9% | +16.8% | +211.1% | +198.3% |
| All | +12,786.6% | +2,934.4% | +9,852.2% | +7,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling