-37.4%
DOCS vs LII
+13.3%
-50.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +19.4% | -4.6% | +24.0% | +21.0% |
| 3M | +53.4% | -21.7% | +75.1% | +67.5% |
| 6M | +28.8% | -32.8% | +61.5% | +45.1% |
| YTD | -25.1% | -27.5% | +2.4% | -20.5% |
| 1Y | -48.1% | -28.0% | -20.2% | -44.9% |
| 3Y | +51.4% | -7.2% | +58.6% | +23.7% |
| 5Y | -51.1% | +22.6% | -73.7% | -72.0% |
| All | -37.4% | +13.3% | -50.7% | -63.4% |
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