+111.9%
DOCN vs LH
+84.7%
+27.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +27.4% | +2.5% | +24.9% | +25.6% |
| 30D | -29.7% | +18.7% | -48.5% | -37.4% |
| 3M | -32.5% | +15.3% | -47.8% | -39.1% |
| 6M | -42.2% | +45.4% | -87.5% | -56.4% |
| YTD | +87.2% | +49.5% | +37.7% | +37.0% |
| 1Y | +86.2% | +41.4% | +44.8% | +42.0% |
| 3Y | +257.4% | +87.6% | +169.8% | +109.0% |
| 5Y | -27.4% | +53.8% | -81.1% | -50.9% |
| All | +111.9% | +84.7% | +27.3% | +30.2% |
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