+66.4%
DOCN vs LVS
-26.4%
+92.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.4% | -16.3% | -16.0% |
| 7D | -29.3% | +11.4% | -40.7% | -32.7% |
| 30D | -46.0% | +13.6% | -59.7% | -49.1% |
| 3M | -43.2% | -10.0% | -33.2% | -41.2% |
| 6M | -53.7% | -20.6% | -33.2% | -49.7% |
| YTD | +46.9% | -35.5% | +82.4% | +74.8% |
| 1Y | +54.3% | -32.9% | +87.2% | +80.2% |
| 3Y | +185.5% | -10.3% | +195.8% | +179.4% |
| 5Y | -31.1% | +3.1% | -34.2% | -42.0% |
| All | +66.4% | -26.4% | +92.7% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling