+48.3%
LLY vs DOC
+21.7%
+26.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -0.7% | +6.2% | -6.9% | -1.9% |
| 30D | +17.9% | +6.5% | +11.4% | +16.3% |
| 3M | +16.8% | -6.2% | +23.1% | +17.7% |
| 6M | +38.4% | +25.6% | +12.9% | +33.7% |
| YTD | +27.6% | +32.1% | -4.5% | +20.3% |
| 1Y | +48.3% | +20.3% | +28.0% | +43.6% |
| All | +48.3% | +21.7% | +26.6% | +43.6% |
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 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