+93.8%
LMT vs DOCS
-54.0%
+147.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -3.2% |
| 7D | -10.5% | -1.3% | -9.1% | -10.5% |
| 30D | +12.9% | +19.4% | -6.4% | +13.2% |
| 3M | +0.4% | +53.4% | -53.0% | +0.9% |
| 6M | +14.7% | +28.8% | -14.1% | +15.1% |
| YTD | +21.3% | -25.1% | +46.3% | +21.1% |
| 1Y | +24.9% | -48.1% | +73.1% | +24.4% |
| 3Y | +37.7% | +51.4% | -13.7% | +40.4% |
| 5Y | +93.8% | -51.1% | +144.9% | +92.5% |
| All | +93.8% | -54.0% | +147.8% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling