+32.2%
LH vs DOC
-24.5%
+56.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -2.5% | -1.5% | -1.0% | -2.0% |
| 30D | +4.3% | -4.8% | +9.1% | +6.0% |
| 3M | +25.5% | +6.9% | +18.6% | +22.6% |
| 6M | +17.0% | +20.7% | -3.8% | +8.9% |
| YTD | +31.3% | +34.1% | -2.9% | +17.2% |
| 1Y | +20.0% | +22.6% | -2.7% | +10.8% |
| 3Y | +63.9% | +20.8% | +43.0% | +50.8% |
| All | +32.2% | -24.5% | +56.8% | +38.1% |
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