+98.8%
LMT vs DOCN
-31.5%
+130.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.3% | +3.7% |
| 7D | -8.5% | -12.8% | +4.3% | -8.5% |
| 30D | +15.4% | -41.9% | +57.3% | +15.5% |
| 3M | +0.7% | -36.9% | +37.6% | +0.6% |
| 6M | +17.6% | -52.2% | +69.9% | +17.6% |
| YTD | +23.8% | +62.7% | -38.9% | +22.0% |
| 1Y | +31.6% | +58.2% | -26.6% | +29.7% |
| 3Y | +44.0% | +219.5% | -175.5% | +40.4% |
| 5Y | +98.8% | -32.9% | +131.7% | +93.6% |
| All | +98.8% | -31.5% | +130.3% | +93.6% |
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