+134.1%
LLY vs DOCS
+50.6%
+83.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.5% |
| 7D | -0.7% | -1.3% | +0.7% | -0.6% |
| 30D | +17.9% | +19.4% | -1.5% | +16.5% |
| 3M | +16.8% | +53.4% | -36.6% | +13.0% |
| 6M | +38.4% | +28.8% | +9.7% | +35.1% |
| YTD | +27.6% | -25.1% | +52.7% | +31.0% |
| 1Y | +48.3% | -48.1% | +96.5% | +57.8% |
| All | +134.1% | +50.6% | +83.5% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling