+70.5%
DOCN vs LVS
-26.7%
+97.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -19.2% | +11.1% | -30.2% | -23.0% |
| 30D | -43.1% | +14.7% | -57.7% | -46.5% |
| 3M | -40.7% | -10.9% | -29.8% | -38.3% |
| 6M | -55.0% | -22.3% | -32.6% | -50.6% |
| YTD | +50.6% | -35.8% | +86.4% | +79.5% |
| 1Y | +54.0% | -33.5% | +87.4% | +80.4% |
| 3Y | +203.9% | -11.7% | +215.6% | +199.6% |
| 5Y | -29.4% | +2.6% | -32.0% | -40.5% |
| All | +70.5% | -26.7% | +97.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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