+88.1%
LTH vs DOC
+21.7%
+66.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.3% | +6.2% | -0.9% | +1.6% |
| 30D | +18.3% | +6.5% | +11.8% | +13.9% |
| 3M | +5.4% | -6.2% | +11.6% | +9.4% |
| 6M | +62.5% | +25.6% | +36.9% | +40.4% |
| YTD | +79.6% | +32.1% | +47.6% | +50.7% |
| 1Y | +88.1% | +20.3% | +67.8% | +68.9% |
| All | +88.1% | +21.7% | +66.4% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling