+95.3%
DOCU vs LH
+78.8%
+16.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | +15.7% | +16.6% | -0.9% | +11.0% |
| 3M | +37.3% | +16.0% | +21.3% | +31.8% |
| 6M | +63.1% | +42.0% | +21.1% | +48.2% |
| YTD | +15.4% | +45.9% | -30.5% | +3.0% |
| 1Y | +11.3% | +46.4% | -35.1% | -0.7% |
| All | +95.3% | +78.8% | +16.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling