-37.3%
DOCS vs LH
+72.4%
-109.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -4.2% | +1.2% | -5.4% | -4.8% |
| 30D | +8.6% | +18.0% | -9.3% | -1.5% |
| 3M | +27.2% | +15.7% | +11.5% | +16.4% |
| 6M | +26.5% | +46.6% | -20.1% | +0.1% |
| YTD | -25.0% | +49.5% | -74.4% | -41.9% |
| 1Y | -37.0% | +40.2% | -77.2% | -49.1% |
| 3Y | +39.4% | +87.6% | -48.2% | -10.5% |
| 5Y | -56.7% | +59.3% | -116.0% | -70.2% |
| All | -37.3% | +72.4% | -109.8% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling