-28.0%
LII vs DOC
+21.7%
-49.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +0.2% | +6.2% | -6.0% | -1.6% |
| 30D | -4.6% | +6.5% | -11.1% | -6.4% |
| 3M | -21.7% | -6.2% | -15.4% | -20.6% |
| 6M | -32.8% | +25.6% | -58.4% | -35.5% |
| YTD | -27.5% | +32.1% | -59.6% | -31.4% |
| 1Y | -28.0% | +20.3% | -48.3% | -29.9% |
| All | -28.0% | +21.7% | -49.7% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling