+97.7%
DOCN vs LII
+26.2%
+71.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.6% | -10.8% | -9.3% |
| 7D | -20.0% | +7.9% | -27.9% | -23.9% |
| 30D | -38.8% | -0.6% | -38.2% | -39.4% |
| 3M | -34.8% | -19.3% | -15.5% | -27.1% |
| 6M | -22.8% | -29.8% | +7.1% | -8.7% |
| YTD | +74.6% | -25.4% | +100.0% | +91.1% |
| 1Y | +116.4% | -26.2% | +142.6% | +138.3% |
| 3Y | +239.3% | -4.5% | +243.9% | +178.7% |
| 5Y | -20.2% | +26.7% | -46.9% | -52.9% |
| All | +97.7% | +26.2% | +71.5% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling