+60.1%
DOCN vs LVS
+8.8%
+51.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.1% | -1.5% | +2.6% | +1.8% |
| 30D | -9.6% | -3.2% | -6.4% | -8.8% |
| 3M | -37.7% | -12.0% | -25.7% | -34.7% |
| 6M | +115.2% | -19.9% | +135.1% | +135.8% |
| YTD | +133.7% | -30.6% | +164.4% | +173.0% |
| 1Y | +250.2% | -17.7% | +267.9% | +274.7% |
| 3Y | +320.3% | -14.2% | +334.5% | +321.5% |
| All | +60.1% | +8.8% | +51.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling