+169.0%
LTH vs DOC
-21.0%
+190.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.3% | +6.2% | -0.9% | +1.2% |
| 30D | +18.3% | +6.5% | +11.8% | +13.4% |
| 3M | +5.4% | -6.2% | +11.6% | +9.7% |
| 6M | +62.5% | +25.6% | +36.9% | +38.9% |
| YTD | +79.6% | +32.1% | +47.6% | +47.5% |
| 1Y | +88.1% | +20.3% | +67.8% | +64.3% |
| 3Y | +272.5% | +42.7% | +229.7% | +173.7% |
| 5Y | +146.1% | -22.2% | +168.3% | +188.2% |
| All | +169.0% | -21.0% | +190.0% | +212.1% |
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 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