+72.0%
LMT vs DOCN
+54.1%
+17.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.4% |
| 7D | -6.3% | +1.1% | -7.4% | -6.3% |
| 30D | -8.5% | -9.6% | +1.1% | -8.5% |
| 3M | +1.8% | -37.7% | +39.5% | +2.0% |
| 6M | -19.9% | +115.2% | -135.2% | -21.1% |
| YTD | +10.6% | +133.7% | -123.2% | +8.9% |
| 1Y | +17.9% | +250.2% | -232.2% | +15.5% |
| 3Y | +27.0% | +320.3% | -293.3% | +23.6% |
| All | +72.0% | +54.1% | +17.9% | +64.5% |
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