+74.3%
DOCN vs LH
+43.1%
+31.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.6% |
| 7D | +3.7% | +1.2% | +2.5% | +3.8% |
| 30D | -33.7% | +18.0% | -51.7% | -32.5% |
| 3M | -27.9% | +15.7% | -43.6% | -26.6% |
| 6M | -46.4% | +46.6% | -93.1% | -47.5% |
| YTD | +81.1% | +49.5% | +31.6% | +77.6% |
| 1Y | +74.3% | +40.2% | +34.1% | +72.2% |
| All | +74.3% | +43.1% | +31.2% | +72.2% |
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 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