-71.7%
DOCU vs LII
+26.8%
-98.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -1.4% |
| 7D | -3.7% | +7.9% | -11.6% | -7.1% |
| 30D | +15.0% | -0.6% | +15.6% | +14.4% |
| 3M | +39.9% | -19.3% | +59.2% | +53.2% |
| 6M | +66.2% | -29.8% | +96.0% | +87.2% |
| YTD | +17.7% | -25.4% | +43.1% | +23.4% |
| 1Y | +13.7% | -26.2% | +39.9% | +19.8% |
| 3Y | +95.9% | -4.5% | +100.4% | +49.0% |
| 5Y | -71.7% | +26.7% | -98.3% | -86.4% |
| All | -71.7% | +26.8% | -98.4% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling