+81.7%
LMT vs DOCS
-19.0%
+100.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.3% |
| 7D | +5.1% | +2.6% | +2.6% | +5.1% |
| 30D | +14.1% | +11.4% | +2.7% | +14.3% |
| 3M | +0.3% | +25.4% | -25.1% | +0.6% |
| 6M | +16.1% | +42.5% | -26.4% | +16.8% |
| YTD | +25.5% | -24.7% | +50.2% | +25.2% |
| 1Y | +34.1% | -32.9% | +67.1% | +33.8% |
| 3Y | +45.1% | +39.6% | +5.5% | +47.7% |
| 5Y | +100.9% | -54.6% | +155.6% | +100.9% |
| All | +81.7% | -19.0% | +100.7% | +80.2% |
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