+66.4%
DOCN vs LII
+22.6%
+43.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.0% | -14.2% |
| 7D | -29.3% | +0.2% | -29.5% | -29.3% |
| 30D | -46.0% | -4.6% | -41.4% | -45.1% |
| 3M | -43.2% | -21.7% | -21.5% | -35.2% |
| 6M | -53.7% | -32.8% | -20.9% | -43.8% |
| YTD | +46.9% | -27.5% | +74.4% | +64.1% |
| 1Y | +54.3% | -28.0% | +82.3% | +72.8% |
| 3Y | +185.5% | -7.2% | +192.8% | +139.2% |
| 5Y | -31.1% | +22.6% | -53.7% | -58.5% |
| All | +66.4% | +22.6% | +43.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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