-71.7%
DOCU vs LH
+62.5%
-134.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -5.5% | +1.4% | -7.0% | -6.3% |
| 30D | +12.6% | +17.5% | -4.9% | +2.9% |
| 3M | +36.4% | +16.1% | +20.3% | +25.1% |
| 6M | +66.8% | +43.4% | +23.4% | +35.0% |
| YTD | +13.5% | +47.2% | -33.7% | -11.1% |
| 1Y | +11.3% | +50.1% | -38.8% | -14.0% |
| 3Y | +92.1% | +81.2% | +10.9% | +23.9% |
| All | -71.7% | +62.5% | -134.2% | -81.9% |
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