+203.9%
DOCN vs LH
+80.4%
+123.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -19.2% | +1.4% | -20.6% | -19.6% |
| 30D | -43.1% | +17.5% | -60.6% | -46.5% |
| 3M | -40.7% | +16.1% | -56.8% | -44.3% |
| 6M | -55.0% | +43.4% | -98.3% | -62.3% |
| YTD | +50.6% | +47.2% | +3.4% | +23.7% |
| 1Y | +54.0% | +50.1% | +3.8% | +24.7% |
| 3Y | +203.9% | +81.2% | +122.7% | +131.7% |
| All | +203.9% | +80.4% | +123.5% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling