+252.3%
DOCN vs LII
-4.2%
+256.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.6% | -10.8% | -8.5% |
| 7D | -20.0% | +7.9% | -27.9% | -22.6% |
| 30D | -38.8% | -0.6% | -38.2% | -39.1% |
| 3M | -34.8% | -19.3% | -15.5% | -29.5% |
| 6M | -22.8% | -29.8% | +7.1% | -12.9% |
| YTD | +74.6% | -25.4% | +100.0% | +85.7% |
| 1Y | +116.4% | -26.2% | +142.6% | +131.5% |
| All | +252.3% | -4.2% | +256.5% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling