+164.6%
DOCN vs LII
+36.8%
+127.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.1% |
| 7D | +1.1% | -0.7% | +1.9% | +1.6% |
| 30D | -9.6% | -12.6% | +3.0% | -2.2% |
| 3M | -37.7% | -24.4% | -13.3% | -28.5% |
| 6M | +115.2% | -28.7% | +143.9% | +152.4% |
| YTD | +133.7% | -19.1% | +152.9% | +147.3% |
| 1Y | +250.2% | -29.7% | +279.9% | +306.9% |
| 3Y | +320.3% | +4.8% | +315.5% | +228.8% |
| 5Y | +53.1% | +24.6% | +28.5% | -13.0% |
| All | +164.6% | +36.8% | +127.8% | +53.3% |
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