+39.3%
DOCS vs LII
-31.3%
+70.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.8% | +6.1% |
| 7D | +1.2% | +7.9% | -6.7% | +0.7% |
| 30D | +21.3% | -0.6% | +21.9% | +21.1% |
| 3M | +58.4% | -19.3% | +77.7% | +59.4% |
| 6M | +39.3% | -29.8% | +69.1% | +39.9% |
| All | +39.3% | -31.3% | +70.6% | +39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling