-70.5%
DOCU vs LTH
+188.2%
-258.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.3% |
| 7D | -3.2% | +5.3% | -8.5% | -5.4% |
| 30D | +15.7% | +18.3% | -2.6% | +7.7% |
| 3M | +37.3% | +5.4% | +31.9% | +33.6% |
| 6M | +63.1% | +62.5% | +0.6% | +30.9% |
| YTD | +15.4% | +79.6% | -64.3% | -12.4% |
| 1Y | +11.3% | +88.1% | -76.8% | -17.4% |
| 3Y | +92.1% | +272.5% | -180.4% | -5.3% |
| 5Y | -70.5% | +146.1% | -216.6% | -85.4% |
| All | -70.5% | +188.2% | -258.7% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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