-19.9%
LMT vs DOCN
+101.1%
-121.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.3% |
| 7D | -6.3% | +1.1% | -7.4% | -6.2% |
| 30D | -8.5% | -9.6% | +1.1% | -8.9% |
| 3M | +1.8% | -37.7% | +39.5% | +0.3% |
| 6M | -19.9% | +115.2% | -135.2% | -23.9% |
| All | -19.9% | +101.1% | -121.1% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling