+539.0%
LLY vs DOCS
-15.8%
+554.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | +0.5% |
| 7D | +10.1% | +1.2% | +8.8% | +10.0% |
| 30D | +24.0% | +21.3% | +2.7% | +23.4% |
| 3M | +27.3% | +58.4% | -31.1% | +25.6% |
| 6M | +47.0% | +39.3% | +7.7% | +45.3% |
| YTD | +32.6% | -21.7% | +54.3% | +33.4% |
| 1Y | +57.3% | -47.3% | +104.7% | +60.2% |
| 3Y | +154.9% | +58.2% | +96.8% | +155.0% |
| 5Y | +447.5% | -52.3% | +499.8% | +436.7% |
| All | +539.0% | -15.8% | +554.8% | +553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling