+219.5%
DOCN vs LVS
-11.6%
+231.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.4% | +9.4% | +8.5% |
| 7D | -12.8% | +5.2% | -18.0% | -14.7% |
| 30D | -41.9% | +12.0% | -53.9% | -44.6% |
| 3M | -36.9% | -11.5% | -25.4% | -34.4% |
| 6M | -52.2% | -23.2% | -29.0% | -47.3% |
| YTD | +62.7% | -36.7% | +99.4% | +93.8% |
| 1Y | +58.2% | -36.8% | +95.0% | +88.4% |
| 3Y | +219.5% | -10.5% | +230.0% | +204.2% |
| All | +219.5% | -11.6% | +231.0% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling