+103.1%
DOCN vs LH
+83.7%
+19.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | +19.1% | +1.1% | +18.0% | +18.4% |
| 30D | -21.0% | +16.7% | -37.8% | -28.7% |
| 3M | -34.7% | +15.1% | -49.8% | -41.1% |
| 6M | -45.8% | +46.3% | -92.1% | -59.4% |
| YTD | +79.4% | +48.8% | +30.6% | +31.7% |
| 1Y | +91.0% | +39.7% | +51.3% | +47.0% |
| 3Y | +237.5% | +87.0% | +150.4% | +97.7% |
| 5Y | -30.4% | +53.0% | -83.4% | -52.8% |
| All | +103.1% | +83.7% | +19.4% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling