+103.1%
DOCN vs LVS
-27.3%
+130.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -5.3% |
| 7D | +19.1% | -0.8% | +19.9% | +19.3% |
| 30D | -21.0% | +10.0% | -31.0% | -24.7% |
| 3M | -34.7% | -11.0% | -23.7% | -32.2% |
| 6M | -45.8% | -20.1% | -25.6% | -41.3% |
| YTD | +79.4% | -36.3% | +115.7% | +114.1% |
| 1Y | +91.0% | -36.8% | +127.9% | +128.4% |
| 3Y | +237.5% | -9.5% | +247.0% | +228.4% |
| 5Y | -30.4% | +9.3% | -39.7% | -41.4% |
| All | +103.1% | -27.3% | +130.4% | +85.8% |
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