+36.0%
DOCS vs LH
+86.6%
-50.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | +4.8% | -5.3% | -2.5% |
| 30D | +6.3% | +18.8% | -12.5% | -1.3% |
| 3M | +26.5% | +15.7% | +10.8% | +18.7% |
| 6M | +24.8% | +46.7% | -21.9% | +5.5% |
| YTD | -26.8% | +48.9% | -75.7% | -38.9% |
| 1Y | -38.3% | +43.5% | -81.8% | -47.5% |
| 3Y | +36.0% | +86.9% | -50.9% | -1.4% |
| All | +36.0% | +86.6% | -50.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling