+26.7%
LII vs DOC
-22.8%
+49.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.2% |
| 7D | +7.9% | +8.7% | -0.8% | +3.9% |
| 30D | -0.6% | +7.6% | -8.2% | -3.8% |
| 3M | -19.3% | -5.3% | -14.1% | -17.5% |
| 6M | -29.8% | +27.6% | -57.5% | -37.6% |
| YTD | -25.4% | +32.4% | -57.8% | -35.3% |
| 1Y | -26.2% | +22.9% | -49.1% | -33.7% |
| 3Y | -4.5% | +43.1% | -47.6% | -21.9% |
| 5Y | +26.7% | -21.4% | +48.1% | +45.6% |
| All | +26.7% | -22.8% | +49.5% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling