+98.6%
DOCU vs LH
+158.4%
-59.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | +15.7% | +16.6% | -0.9% | +8.0% |
| 3M | +37.3% | +16.0% | +21.3% | +28.2% |
| 6M | +63.1% | +42.0% | +21.1% | +38.9% |
| YTD | +15.4% | +45.9% | -30.5% | -3.9% |
| 1Y | +11.3% | +46.4% | -35.1% | -7.5% |
| 3Y | +92.1% | +79.0% | +13.1% | +42.5% |
| 5Y | -70.5% | +62.3% | -132.8% | -77.2% |
| All | +98.6% | +158.4% | -59.7% | +32.4% |
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 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