+547.7%
LLY vs DOCS
-19.3%
+567.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.3% |
| 7D | +1.4% | -4.2% | +5.5% | +1.5% |
| 30D | +21.5% | +8.6% | +12.9% | +21.3% |
| 3M | +18.5% | +27.2% | -8.8% | +17.7% |
| 6M | +49.1% | +26.5% | +22.6% | +47.8% |
| YTD | +34.4% | -25.0% | +59.4% | +35.3% |
| 1Y | +46.3% | -37.0% | +83.3% | +48.1% |
| 3Y | +145.5% | +39.4% | +106.1% | +145.6% |
| 5Y | +472.7% | -56.7% | +529.4% | +460.1% |
| All | +547.7% | -19.3% | +567.0% | +563.1% |
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