-68.5%
DOCU vs LTH
+143.1%
-211.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | +12.9% | +17.7% | -4.8% | +5.1% |
| 3M | +35.1% | +8.5% | +26.6% | +29.8% |
| 6M | +76.2% | +46.9% | +29.3% | +48.2% |
| YTD | +17.2% | +78.8% | -61.6% | -11.6% |
| 1Y | +16.4% | +84.9% | -68.5% | -13.7% |
| 3Y | +95.6% | +246.4% | -150.8% | -2.0% |
| 5Y | -68.5% | +129.6% | -198.1% | -84.5% |
| All | -68.5% | +143.1% | -211.6% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling