-51.1%
DOCS vs LTH
+155.3%
-206.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | -1.3% | +5.3% | -6.6% | -3.4% |
| 30D | +19.4% | +18.3% | +1.1% | +11.2% |
| 3M | +53.4% | +5.4% | +48.0% | +49.4% |
| 6M | +28.8% | +62.5% | -33.8% | +2.9% |
| YTD | -25.1% | +79.6% | -104.7% | -43.5% |
| 1Y | -48.1% | +88.1% | -136.3% | -61.8% |
| 3Y | +51.4% | +272.5% | -221.1% | -24.0% |
| 5Y | -51.1% | +146.1% | -197.2% | -73.9% |
| All | -51.1% | +155.3% | -206.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling