-73.2%
DOCS vs LH
+31.5%
-104.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.9% |
| 7D | -1.4% | -2.5% | +1.0% | +0.1% |
| 30D | +21.8% | +4.3% | +17.5% | +18.8% |
| 3M | +27.3% | +25.5% | +1.8% | +10.4% |
| 6M | -0.3% | +17.0% | -17.3% | -9.8% |
| YTD | -40.5% | +31.3% | -71.8% | -50.3% |
| 1Y | -61.5% | +20.0% | -81.5% | -66.1% |
| 3Y | +8.2% | +63.9% | -55.7% | -25.4% |
| All | -73.2% | +31.5% | -104.7% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling