+98.6%
DOCU vs LII
+96.6%
+2.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -0.9% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | +15.7% | -4.6% | +20.3% | +17.1% |
| 3M | +37.3% | -21.7% | +58.9% | +50.0% |
| 6M | +63.1% | -32.8% | +95.9% | +84.4% |
| YTD | +15.4% | -27.5% | +42.9% | +22.8% |
| 1Y | +11.3% | -28.0% | +39.3% | +18.7% |
| 3Y | +92.1% | -7.2% | +99.3% | +71.6% |
| 5Y | -70.5% | +22.6% | -93.1% | -78.6% |
| All | +98.6% | +96.6% | +2.0% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling