-69.4%
DOCU vs LH
+54.7%
-124.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.1% | +1.1% | +3.0% | +3.5% |
| 30D | +7.4% | +16.7% | -9.4% | -1.8% |
| 3M | +26.0% | +15.1% | +10.9% | +16.0% |
| 6M | +79.2% | +46.3% | +32.9% | +42.8% |
| YTD | +18.1% | +48.8% | -30.7% | -8.4% |
| 1Y | +20.5% | +39.7% | -19.2% | -2.5% |
| 3Y | +96.4% | +87.0% | +9.4% | +22.3% |
| All | -69.4% | +54.7% | -124.1% | -80.7% |
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 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