+447.5%
LLY vs DOC
-22.8%
+470.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.1% |
| 7D | +10.1% | +8.7% | +1.3% | +8.0% |
| 30D | +24.0% | +7.6% | +16.4% | +21.9% |
| 3M | +27.3% | -5.3% | +32.5% | +28.6% |
| 6M | +47.0% | +27.6% | +19.4% | +38.4% |
| YTD | +32.6% | +32.4% | +0.2% | +23.6% |
| 1Y | +57.3% | +22.9% | +34.5% | +49.2% |
| 3Y | +154.9% | +43.1% | +111.8% | +131.9% |
| 5Y | +447.5% | -21.4% | +468.9% | +509.5% |
| All | +447.5% | -22.8% | +470.3% | +509.5% |
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