-47.3%
DOCS vs LII
-26.0%
-21.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.8% | +6.4% |
| 7D | +1.2% | +7.9% | -6.7% | +1.3% |
| 30D | +21.3% | -0.6% | +21.9% | +21.2% |
| 3M | +58.4% | -19.3% | +77.7% | +57.1% |
| 6M | +39.3% | -29.8% | +69.1% | +36.7% |
| YTD | -21.7% | -25.4% | +3.7% | -25.9% |
| 1Y | -47.3% | -26.2% | -21.1% | -50.7% |
| All | -47.3% | -26.0% | -21.3% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling