-37.4%
DOCS vs LH
+49.3%
-86.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | 0.0% | +4.6% | -4.6% | -1.9% |
| 30D | +7.8% | +19.1% | -11.3% | +0.2% |
| 3M | +20.0% | +16.7% | +3.2% | +12.3% |
| 6M | +26.5% | +47.0% | -20.5% | +7.4% |
| YTD | -25.8% | +49.3% | -75.1% | -39.7% |
| All | -37.4% | +49.3% | -86.7% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling