+72.2%
DOCU vs LH
+132.5%
-60.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.3% |
| 7D | +6.9% | -2.5% | +9.3% | +8.0% |
| 30D | +19.0% | +4.3% | +14.7% | +16.8% |
| 3M | +34.3% | +25.5% | +8.8% | +21.2% |
| 6M | +48.0% | +17.0% | +31.0% | +37.5% |
| YTD | 0.0% | +31.3% | -31.2% | -12.5% |
| 1Y | -10.3% | +20.0% | -30.2% | -18.4% |
| 3Y | +32.4% | +63.9% | -31.5% | +2.2% |
| 5Y | -77.9% | +30.9% | -108.8% | -81.4% |
| All | +72.2% | +132.5% | -60.3% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling