+116.4%
DOCN vs LH
+44.2%
+72.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.9% | -11.1% | -6.7% |
| 7D | -20.0% | +2.1% | -22.1% | -19.7% |
| 30D | -38.8% | +19.2% | -57.9% | -37.6% |
| 3M | -34.8% | +18.0% | -52.8% | -33.7% |
| 6M | -22.8% | +46.1% | -68.9% | -24.0% |
| YTD | +74.6% | +47.7% | +26.9% | +74.0% |
| 1Y | +116.4% | +47.2% | +69.2% | +116.9% |
| All | +116.4% | +44.2% | +72.2% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling