+120.7%
LMT vs DOCU
+104.2%
+16.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -11.0% | -5.5% | -5.4% | -10.9% |
| 30D | +13.6% | +12.6% | +1.0% | +13.3% |
| 3M | -2.1% | +36.4% | -38.5% | -2.7% |
| 6M | +11.7% | +66.8% | -55.1% | +10.4% |
| YTD | +19.4% | +13.5% | +5.9% | +18.9% |
| 1Y | +24.1% | +11.3% | +12.8% | +23.6% |
| 3Y | +36.2% | +92.1% | -55.9% | +31.8% |
| 5Y | +90.7% | -71.0% | +161.7% | +97.6% |
| All | +120.7% | +104.2% | +16.5% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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