-37.1%
DOCS vs LVS
-19.4%
-17.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +11.4% | +10.0% | +1.4% | +7.8% |
| 3M | +25.4% | -11.0% | +36.4% | +30.0% |
| 6M | +42.5% | -20.1% | +62.7% | +53.4% |
| YTD | -24.7% | -36.3% | +11.6% | -13.3% |
| 1Y | -32.9% | -36.8% | +3.9% | -22.6% |
| 3Y | +39.6% | -9.5% | +49.2% | +34.2% |
| 5Y | -54.6% | +9.3% | -63.9% | -61.1% |
| All | -37.1% | -19.4% | -17.7% | -46.1% |
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