+89.7%
LMT vs DOCN
-32.3%
+121.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.6% |
| 7D | -11.0% | -19.2% | +8.2% | -10.9% |
| 30D | +13.6% | -43.1% | +56.6% | +13.6% |
| 3M | -2.1% | -40.7% | +38.6% | -2.1% |
| 6M | +11.7% | -55.0% | +66.7% | +11.7% |
| YTD | +19.4% | +50.6% | -31.3% | +17.7% |
| 1Y | +24.1% | +54.0% | -29.9% | +22.3% |
| 3Y | +36.2% | +203.9% | -167.7% | +32.8% |
| All | +89.7% | -32.3% | +121.9% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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