+11.3%
DOCU vs LTH
+84.4%
-73.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.5% |
| 7D | -5.5% | +4.5% | -10.0% | -6.0% |
| 30D | +12.6% | +16.3% | -3.7% | +10.5% |
| 3M | +36.4% | +8.4% | +28.0% | +34.6% |
| 6M | +66.8% | +40.3% | +26.5% | +63.8% |
| YTD | +13.5% | +77.3% | -63.8% | +8.1% |
| 1Y | +11.3% | +88.0% | -76.7% | +2.6% |
| All | +11.3% | +84.4% | -73.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling