-47.3%
DOCS vs LTH
+84.0%
-131.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +5.6% |
| 7D | +1.2% | +9.9% | -8.6% | +0.2% |
| 30D | +21.3% | +18.3% | +3.0% | +19.0% |
| 3M | +58.4% | +5.9% | +52.4% | +57.3% |
| 6M | +39.3% | +80.3% | -41.0% | +28.9% |
| YTD | -21.7% | +78.3% | -100.0% | -28.7% |
| 1Y | -47.3% | +81.0% | -128.3% | -52.6% |
| All | -47.3% | +84.0% | -131.4% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling