-38.0%
DOCS vs LVS
-19.8%
-18.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | 0.0% | +5.2% | -5.2% | -1.7% |
| 30D | +7.8% | +12.0% | -4.2% | +3.6% |
| 3M | +20.0% | -11.5% | +31.5% | +24.7% |
| 6M | +26.5% | -23.2% | +49.8% | +38.1% |
| YTD | -25.8% | -36.7% | +10.9% | -14.3% |
| 1Y | -39.5% | -36.8% | -2.7% | -30.1% |
| 3Y | +60.3% | -10.5% | +70.9% | +54.9% |
| 5Y | -57.0% | +5.1% | -62.1% | -62.8% |
| All | -38.0% | -19.8% | -18.2% | -46.7% |
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 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