-17.0%
DOCN vs LTH
+188.2%
-205.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.6% | -16.2% |
| 7D | -29.3% | +5.3% | -34.6% | -31.4% |
| 30D | -46.0% | +18.3% | -64.3% | -50.8% |
| 3M | -43.2% | +5.4% | -48.6% | -45.6% |
| 6M | -53.7% | +62.5% | -116.2% | -65.9% |
| YTD | +46.9% | +79.6% | -32.7% | +2.3% |
| 1Y | +54.3% | +88.1% | -33.8% | +4.4% |
| 3Y | +185.5% | +272.5% | -86.9% | +20.1% |
| 5Y | -31.1% | +146.1% | -177.2% | -68.2% |
| All | -17.0% | +188.2% | -205.2% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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