+39.3%
DOCS vs LH
+45.8%
-6.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.4% | +4.5% |
| 7D | +1.2% | +2.1% | -0.9% | +0.2% |
| 30D | +21.3% | +19.2% | +2.1% | +12.3% |
| 3M | +58.4% | +18.0% | +40.4% | +47.0% |
| 6M | +39.3% | +46.1% | -6.8% | +8.0% |
| All | +39.3% | +45.8% | -6.5% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling