+438.9%
LLY vs DOC
-22.1%
+461.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -0.7% | +6.2% | -6.9% | -2.0% |
| 30D | +17.9% | +6.5% | +11.4% | +16.2% |
| 3M | +16.8% | -6.2% | +23.1% | +18.3% |
| 6M | +38.4% | +25.6% | +12.9% | +30.9% |
| YTD | +27.6% | +32.1% | -4.5% | +19.0% |
| 1Y | +48.3% | +20.3% | +28.0% | +41.4% |
| 3Y | +145.4% | +42.7% | +102.6% | +123.2% |
| 5Y | +438.9% | -22.2% | +461.1% | +502.9% |
| All | +438.9% | -22.1% | +461.0% | +502.9% |
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 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