+190.0%
LH vs DOC
-2.1%
+192.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | +4.3% | -4.8% | +9.1% | +6.3% |
| 3M | +25.5% | +6.9% | +18.6% | +22.1% |
| 6M | +17.0% | +20.7% | -3.8% | +7.2% |
| YTD | +31.3% | +34.1% | -2.9% | +14.9% |
| 1Y | +20.0% | +22.6% | -2.7% | +8.9% |
| 3Y | +63.9% | +20.8% | +43.0% | +46.5% |
| 5Y | +30.9% | -24.9% | +55.7% | +41.9% |
| All | +190.0% | -2.1% | +192.1% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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