+196.4%
DOCN vs LTH
+273.3%
-76.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.8% | -16.6% | -16.1% |
| 7D | -29.3% | +5.3% | -34.6% | -30.6% |
| 30D | -46.0% | +18.3% | -64.3% | -49.1% |
| 3M | -43.2% | +5.4% | -48.6% | -44.6% |
| 6M | -53.7% | +62.5% | -116.2% | -63.0% |
| YTD | +46.9% | +79.6% | -32.7% | +12.7% |
| 1Y | +54.3% | +88.1% | -33.8% | +16.1% |
| All | +196.4% | +273.3% | -76.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling