-48.1%
DOCS vs LTH
+83.0%
-131.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | -1.3% | +5.3% | -6.6% | -2.0% |
| 30D | +19.4% | +18.3% | +1.1% | +17.2% |
| 3M | +53.4% | +5.4% | +48.0% | +52.5% |
| 6M | +28.8% | +62.5% | -33.8% | +22.3% |
| YTD | -25.1% | +79.6% | -104.7% | -31.5% |
| 1Y | -48.1% | +88.1% | -136.3% | -54.0% |
| All | -48.1% | +83.0% | -131.2% | -54.0% |
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