+60.1%
LMT vs DOCS
-36.0%
+96.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.5% |
| 7D | -6.3% | -1.4% | -4.8% | -6.3% |
| 30D | -8.5% | +21.8% | -30.3% | -8.2% |
| 3M | +1.8% | +27.3% | -25.5% | +2.2% |
| 6M | -19.9% | -0.3% | -19.6% | -19.9% |
| YTD | +10.6% | -40.5% | +51.1% | +10.0% |
| 1Y | +17.9% | -61.5% | +79.5% | +16.9% |
| 3Y | +27.0% | +8.2% | +18.8% | +28.8% |
| 5Y | +68.7% | -73.4% | +142.1% | +67.7% |
| All | +60.1% | -36.0% | +96.1% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling