+417.9%
LLY vs DOCS
-36.0%
+453.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -1.6% | +21.8% | -23.4% | -2.2% |
| 3M | +2.3% | +27.3% | -25.0% | +1.5% |
| 6M | +14.9% | -0.3% | +15.2% | +14.6% |
| YTD | +7.5% | -40.5% | +48.0% | +8.9% |
| 1Y | +55.7% | -61.5% | +117.2% | +59.8% |
| 3Y | +110.6% | +8.2% | +102.4% | +111.9% |
| 5Y | +363.4% | -73.4% | +436.9% | +350.3% |
| All | +417.9% | -36.0% | +453.9% | +433.5% |
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