+105.1%
DOCN vs LII
+23.3%
+81.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.1% |
| 7D | +3.7% | -2.3% | +6.0% | +5.5% |
| 30D | -33.7% | -1.7% | -32.0% | -33.7% |
| 3M | -27.9% | -18.3% | -9.6% | -19.6% |
| 6M | -46.4% | -32.3% | -14.1% | -35.3% |
| YTD | +81.1% | -27.1% | +108.2% | +101.7% |
| 1Y | +74.3% | -27.2% | +101.5% | +93.9% |
| 3Y | +245.8% | -8.9% | +254.8% | +194.9% |
| 5Y | -23.7% | +19.7% | -43.4% | -54.1% |
| All | +105.1% | +23.3% | +81.7% | +25.0% |
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