-67.2%
DOCS vs LTH
+160.9%
-228.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +21.8% | -4.6% | +26.4% | +24.1% |
| 3M | +27.3% | +32.8% | -5.5% | +12.7% |
| 6M | -0.3% | +64.6% | -65.0% | -20.9% |
| YTD | -40.5% | +62.6% | -103.1% | -52.9% |
| 1Y | -61.5% | +49.9% | -111.5% | -68.6% |
| 3Y | +8.2% | +151.3% | -143.2% | -33.8% |
| All | -67.2% | +160.9% | -228.0% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling