+124.3%
LMT vs DOCU
+107.7%
+16.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.1% |
| 7D | -10.5% | -3.2% | -7.3% | -10.4% |
| 30D | +12.9% | +15.7% | -2.7% | +12.6% |
| 3M | +0.4% | +37.3% | -36.9% | -0.3% |
| 6M | +14.7% | +63.1% | -48.5% | +13.4% |
| YTD | +21.3% | +15.4% | +5.9% | +20.8% |
| 1Y | +24.9% | +11.3% | +13.6% | +24.5% |
| 3Y | +37.7% | +92.1% | -54.4% | +33.3% |
| 5Y | +93.8% | -70.5% | +164.3% | +100.6% |
| All | +124.3% | +107.7% | +16.6% | +65.1% |
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