-35.6%
DOCN vs LH
+62.5%
-98.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | -19.2% | +1.4% | -20.6% | -20.0% |
| 30D | -43.1% | +17.5% | -60.6% | -49.2% |
| 3M | -40.7% | +16.1% | -56.8% | -47.0% |
| 6M | -55.0% | +43.4% | -98.3% | -66.3% |
| YTD | +50.6% | +47.2% | +3.4% | +9.7% |
| 1Y | +54.0% | +50.1% | +3.8% | +10.0% |
| 3Y | +203.9% | +81.2% | +122.7% | +76.8% |
| All | -35.6% | +62.5% | -98.1% | -58.7% |
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 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