+438.9%
LLY vs DOCS
-54.0%
+492.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.6% |
| 7D | -0.7% | -1.3% | +0.7% | -0.6% |
| 30D | +17.9% | +19.4% | -1.5% | +17.1% |
| 3M | +16.8% | +53.4% | -36.6% | +14.6% |
| 6M | +38.4% | +28.8% | +9.7% | +36.4% |
| YTD | +27.6% | -25.1% | +52.7% | +29.0% |
| 1Y | +48.3% | -48.1% | +96.5% | +52.6% |
| 3Y | +145.4% | +51.4% | +94.0% | +141.8% |
| 5Y | +438.9% | -51.1% | +490.0% | +428.4% |
| All | +438.9% | -54.0% | +492.9% | +428.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling