-51.1%
DOCS vs LNT
+52.0%
-103.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | +19.4% | +13.0% | +6.4% | +18.5% |
| 3M | +53.4% | +5.4% | +48.0% | +52.9% |
| 6M | +28.8% | +2.0% | +26.7% | +28.6% |
| YTD | -25.1% | +16.5% | -41.6% | -26.4% |
| 1Y | -48.1% | +13.3% | -61.4% | -48.9% |
| 3Y | +51.4% | +58.7% | -7.3% | +41.0% |
| 5Y | -51.1% | +53.3% | -104.4% | -51.5% |
| All | -51.1% | +52.0% | -103.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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