-59.5%
DOCS vs LTH
+184.4%
-243.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -0.8% | +4.5% | -5.2% | -2.5% |
| 30D | +17.4% | +16.3% | +1.1% | +10.2% |
| 3M | +57.4% | +8.4% | +49.0% | +51.6% |
| 6M | +26.5% | +40.3% | -13.7% | +8.7% |
| YTD | -26.6% | +77.3% | -103.9% | -44.1% |
| 1Y | -48.1% | +88.0% | -136.0% | -61.5% |
| 3Y | +52.6% | +274.3% | -221.6% | -22.3% |
| 5Y | -52.1% | +142.9% | -195.0% | -74.9% |
| All | -59.5% | +184.4% | -243.8% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling