-38.7%
DOCS vs LH
+69.8%
-108.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.5% |
| 30D | +17.4% | +17.5% | -0.1% | +6.7% |
| 3M | +57.4% | +16.1% | +41.3% | +43.8% |
| 6M | +26.5% | +43.4% | -16.8% | +1.5% |
| YTD | -26.6% | +47.2% | -73.8% | -42.6% |
| 1Y | -48.1% | +50.1% | -98.2% | -60.0% |
| 3Y | +52.6% | +81.2% | -28.5% | +0.4% |
| 5Y | -52.1% | +63.7% | -115.8% | -67.6% |
| All | -38.7% | +69.8% | -108.5% | -60.2% |
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