+27.6%
LII vs DOC
-24.5%
+52.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | -0.7% | -1.5% | +0.8% | -0.1% |
| 30D | -12.6% | -4.8% | -7.8% | -10.7% |
| 3M | -24.4% | +6.9% | -31.3% | -26.7% |
| 6M | -28.7% | +20.7% | -49.4% | -35.0% |
| YTD | -19.1% | +34.1% | -53.3% | -30.2% |
| 1Y | -29.7% | +22.6% | -52.3% | -36.8% |
| 3Y | +4.8% | +20.8% | -16.0% | -5.3% |
| All | +27.6% | -24.5% | +52.2% | +44.2% |
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