+87.5%
LMT vs DOCN
+70.4%
+17.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.9% | +12.7% | -3.1% |
| 7D | -10.5% | -29.3% | +18.8% | -10.5% |
| 30D | +12.9% | -46.0% | +59.0% | +13.0% |
| 3M | +0.4% | -43.2% | +43.6% | +0.3% |
| 6M | +14.7% | -53.7% | +68.4% | +14.6% |
| YTD | +21.3% | +46.9% | -25.6% | +19.8% |
| 1Y | +24.9% | +54.3% | -29.4% | +23.4% |
| 3Y | +37.7% | +185.5% | -147.9% | +35.0% |
| 5Y | +93.8% | -31.1% | +124.9% | +88.7% |
| All | +87.5% | +70.4% | +17.2% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling