-50.3%
DOCS vs LH
+51.4%
-101.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| 3M | +27.3% | +25.5% | +1.8% | +10.7% |
| 6M | -0.3% | +17.0% | -17.3% | -9.7% |
| YTD | -40.5% | +31.3% | -71.8% | -50.1% |
| 1Y | -61.5% | +20.0% | -81.5% | -66.0% |
| 3Y | +8.2% | +63.9% | -55.7% | -24.7% |
| 5Y | -73.4% | +30.9% | -104.3% | -80.6% |
| All | -50.3% | +51.4% | -101.7% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling