+95.3%
DOCU vs LNT
+123.5%
-28.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | -5.5% | +1.4% | -7.0% | -5.6% |
| 30D | +12.6% | +12.3% | +0.4% | +12.0% |
| 3M | +36.4% | +5.3% | +31.1% | +36.0% |
| 6M | +66.8% | +2.0% | +64.8% | +66.5% |
| YTD | +13.5% | +15.3% | -1.8% | +12.0% |
| 1Y | +11.3% | +12.3% | -1.0% | +10.2% |
| 3Y | +92.1% | +59.1% | +33.0% | +84.0% |
| 5Y | -71.0% | +51.7% | -122.7% | -72.1% |
| All | +95.3% | +123.5% | -28.1% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling