-76.5%
DOCU vs LH
+31.5%
-108.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.5% |
| 7D | +6.9% | -2.5% | +9.3% | +8.3% |
| 30D | +19.0% | +4.3% | +14.7% | +16.1% |
| 3M | +34.3% | +25.5% | +8.8% | +17.5% |
| 6M | +48.0% | +17.0% | +31.0% | +34.5% |
| YTD | 0.0% | +31.3% | -31.2% | -16.3% |
| 1Y | -10.3% | +20.0% | -30.2% | -20.9% |
| 3Y | +32.4% | +63.9% | -31.5% | -10.1% |
| All | -76.5% | +31.5% | -108.0% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling