+167.0%
LTH vs DOC
-20.8%
+187.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.3% |
| 7D | +9.9% | +8.7% | +1.1% | +4.0% |
| 30D | +18.3% | +7.6% | +10.7% | +12.6% |
| 3M | +5.9% | -5.3% | +11.2% | +9.5% |
| 6M | +80.3% | +27.6% | +52.7% | +52.6% |
| YTD | +78.3% | +32.4% | +45.9% | +46.1% |
| 1Y | +81.0% | +22.9% | +58.2% | +55.8% |
| 3Y | +269.7% | +43.1% | +226.6% | +171.2% |
| 5Y | +159.8% | -21.4% | +181.2% | +202.6% |
| All | +167.0% | -20.8% | +187.8% | +209.2% |
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