-31.1%
DOCN vs LH
+59.3%
-90.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.2% | -14.6% | -15.1% |
| 7D | -29.3% | -1.3% | -28.0% | -28.7% |
| 30D | -46.0% | +16.6% | -62.6% | -51.7% |
| 3M | -43.2% | +16.0% | -59.2% | -49.3% |
| 6M | -53.7% | +42.0% | -95.7% | -65.2% |
| YTD | +46.9% | +45.9% | +1.0% | +7.3% |
| 1Y | +54.3% | +46.4% | +7.9% | +12.0% |
| 3Y | +185.5% | +79.0% | +106.6% | +66.7% |
| 5Y | -31.1% | +62.3% | -93.4% | -56.5% |
| All | -31.1% | +59.3% | -90.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling