+105.1%
DOCN vs LVS
-27.6%
+132.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.0% | +10.2% |
| 7D | +3.7% | -1.3% | +5.0% | +4.1% |
| 30D | -33.7% | +12.2% | -45.9% | -37.2% |
| 3M | -27.9% | -11.3% | -16.6% | -25.0% |
| 6M | -46.4% | -21.6% | -24.8% | -41.5% |
| YTD | +81.1% | -36.6% | +117.7% | +116.7% |
| 1Y | +74.3% | -38.4% | +112.7% | +111.1% |
| 3Y | +245.8% | -10.2% | +256.0% | +238.0% |
| 5Y | -23.7% | +9.4% | -33.2% | -35.6% |
| All | +105.1% | -27.6% | +132.7% | +88.1% |
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