+104.5%
LMT vs DOCU
+80.0%
+24.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.5% |
| 7D | -6.3% | +6.9% | -13.2% | -6.4% |
| 30D | -8.5% | +19.0% | -27.5% | -8.8% |
| 3M | +1.8% | +34.3% | -32.5% | +1.1% |
| 6M | -19.9% | +48.0% | -67.9% | -20.7% |
| YTD | +10.6% | 0.0% | +10.6% | +10.5% |
| 1Y | +17.9% | -10.3% | +28.2% | +18.1% |
| 3Y | +27.0% | +32.4% | -5.4% | +24.4% |
| 5Y | +68.7% | -77.9% | +146.6% | +76.9% |
| All | +104.5% | +80.0% | +24.4% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling