+8.9%
DOCS vs LII
+5.3%
+3.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -3.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +21.8% | -12.6% | +34.4% | +24.6% |
| 3M | +27.3% | -24.4% | +51.7% | +31.8% |
| 6M | -0.3% | -28.7% | +28.4% | +4.2% |
| YTD | -40.5% | -19.1% | -21.3% | -40.3% |
| 1Y | -61.5% | -29.7% | -31.8% | -60.0% |
| All | +8.9% | +5.3% | +3.6% | -6.6% |
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