-35.6%
DOCN vs LTH
+142.9%
-178.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.2% |
| 7D | -19.2% | +4.5% | -23.6% | -21.3% |
| 30D | -43.1% | +16.3% | -59.4% | -47.7% |
| 3M | -40.7% | +8.4% | -49.1% | -44.1% |
| 6M | -55.0% | +40.3% | -95.3% | -64.0% |
| YTD | +50.6% | +77.3% | -26.7% | +5.1% |
| 1Y | +54.0% | +88.0% | -34.0% | +3.7% |
| 3Y | +203.9% | +274.3% | -70.4% | +25.5% |
| All | -35.6% | +142.9% | -178.5% | -70.4% |
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 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