-70.5%
DOCU vs LH
+59.3%
-129.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.6% |
| 30D | +15.7% | +16.6% | -0.9% | +6.1% |
| 3M | +37.3% | +16.0% | +21.3% | +25.9% |
| 6M | +63.1% | +42.0% | +21.1% | +32.7% |
| YTD | +15.4% | +45.9% | -30.5% | -9.1% |
| 1Y | +11.3% | +46.4% | -35.1% | -12.7% |
| 3Y | +92.1% | +79.0% | +13.1% | +24.8% |
| 5Y | -70.5% | +62.3% | -132.8% | -81.4% |
| All | -70.5% | +59.3% | -129.8% | -81.4% |
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