+11,275.8%
LMT vs DOC
+2,974.4%
+8,301.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | -6.3% | -1.5% | -4.8% | -6.0% |
| 30D | -8.5% | -4.8% | -3.7% | -7.7% |
| 3M | +1.8% | +6.9% | -5.1% | +0.2% |
| 6M | -19.9% | +20.7% | -40.7% | -23.5% |
| YTD | +10.6% | +34.1% | -23.6% | +3.2% |
| 1Y | +17.9% | +22.6% | -4.7% | +12.0% |
| 3Y | +27.0% | +20.8% | +6.1% | +19.3% |
| 5Y | +68.7% | -24.9% | +93.5% | +73.4% |
| 10Y | +181.1% | -1.8% | +182.9% | +164.4% |
| All | +11,275.8% | +2,974.4% | +8,301.4% | +6,496.6% |
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 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