-74.5%
DOCU vs LTH
+160.9%
-235.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | -0.6% | +7.5% | +7.1% |
| 30D | +19.0% | -4.6% | +23.6% | +21.0% |
| 3M | +34.3% | +32.8% | +1.5% | +19.3% |
| 6M | +48.0% | +64.6% | -16.6% | +17.1% |
| YTD | 0.0% | +62.6% | -62.6% | -20.7% |
| 1Y | -10.3% | +49.9% | -60.2% | -26.5% |
| 3Y | +32.4% | +151.3% | -118.9% | -20.7% |
| All | -74.5% | +160.9% | -235.4% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling