+170.7%
LII vs DOC
-2.1%
+172.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -12.6% | -4.8% | -7.8% | -11.1% |
| 3M | -24.4% | +6.9% | -31.3% | -26.3% |
| 6M | -28.7% | +20.7% | -49.4% | -33.9% |
| YTD | -19.1% | +34.1% | -53.3% | -28.1% |
| 1Y | -29.7% | +22.6% | -52.3% | -35.4% |
| 3Y | +4.8% | +20.8% | -16.0% | -4.2% |
| 5Y | +24.6% | -24.9% | +49.4% | +32.9% |
| All | +170.7% | -2.1% | +172.8% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling