+1,382.1%
LH vs DOC
+3,226.5%
-1,844.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | +4.3% | -4.8% | +9.1% | +5.6% |
| 3M | +25.5% | +6.9% | +18.6% | +23.4% |
| 6M | +17.0% | +20.7% | -3.8% | +10.9% |
| YTD | +31.3% | +34.1% | -2.9% | +21.2% |
| 1Y | +20.0% | +22.6% | -2.7% | +13.2% |
| 3Y | +63.9% | +20.8% | +43.0% | +53.5% |
| 5Y | +30.9% | -24.9% | +55.7% | +36.7% |
| 10Y | +191.4% | -1.8% | +193.2% | +178.8% |
| All | +1,382.1% | +3,226.5% | -1,844.4% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling