+72.9%
LMT vs DOCS
-21.0%
+93.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -11.0% | -0.8% | -10.2% | -11.0% |
| 30D | +13.6% | +17.4% | -3.8% | +13.8% |
| 3M | -2.1% | +57.4% | -59.5% | -1.5% |
| 6M | +11.7% | +26.5% | -14.9% | +12.1% |
| YTD | +19.4% | -26.6% | +45.9% | +19.1% |
| 1Y | +24.1% | -48.1% | +72.1% | +23.4% |
| 3Y | +36.2% | +52.6% | -16.5% | +39.0% |
| 5Y | +90.7% | -52.1% | +142.8% | +91.0% |
| All | +72.9% | -21.0% | +93.9% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling