+84.2%
DOCN vs LH
+84.4%
-0.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.4% | +6.6% | +7.1% |
| 7D | -12.8% | +4.6% | -17.4% | -15.2% |
| 30D | -41.9% | +19.1% | -61.0% | -48.4% |
| 3M | -36.9% | +16.7% | -53.7% | -43.6% |
| 6M | -52.2% | +47.0% | -99.3% | -64.4% |
| YTD | +62.7% | +49.3% | +13.4% | +19.1% |
| 1Y | +58.2% | +48.6% | +9.6% | +15.9% |
| 3Y | +219.5% | +87.8% | +131.6% | +86.5% |
| 5Y | -32.9% | +65.0% | -97.9% | -55.2% |
| All | +84.2% | +84.4% | -0.2% | +13.3% |
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