+32.0%
DOCN vs LTH
+160.9%
-128.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | -0.6% | +1.8% | +1.3% |
| 30D | -9.6% | -4.6% | -5.0% | -7.9% |
| 3M | -37.7% | +32.8% | -70.5% | -47.8% |
| 6M | +115.2% | +64.6% | +50.6% | +59.6% |
| YTD | +133.7% | +62.6% | +71.1% | +73.4% |
| 1Y | +250.2% | +49.9% | +200.2% | +168.7% |
| 3Y | +320.3% | +151.3% | +169.0% | +123.9% |
| All | +32.0% | +160.9% | -128.9% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling