+58.8%
LH vs DOC
-22.8%
+81.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.9% |
| 7D | +2.1% | +8.7% | -6.6% | -0.7% |
| 30D | +19.2% | +7.6% | +11.5% | +16.1% |
| 3M | +18.0% | -5.3% | +23.3% | +19.9% |
| 6M | +46.1% | +27.6% | +18.5% | +33.2% |
| YTD | +47.7% | +32.4% | +15.3% | +32.2% |
| 1Y | +47.2% | +22.9% | +24.4% | +35.5% |
| 3Y | +81.2% | +43.1% | +38.1% | +54.3% |
| 5Y | +58.8% | -21.4% | +80.2% | +65.4% |
| All | +58.8% | -22.8% | +81.6% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling