-38.7%
DOCS vs LVS
-18.7%
-20.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -0.8% | +11.1% | -11.8% | -4.2% |
| 30D | +17.4% | +14.7% | +2.7% | +12.0% |
| 3M | +57.4% | -10.9% | +68.3% | +63.2% |
| 6M | +26.5% | -22.3% | +48.9% | +37.6% |
| YTD | -26.6% | -35.8% | +9.2% | -15.7% |
| 1Y | -48.1% | -33.5% | -14.6% | -41.2% |
| 3Y | +52.6% | -11.7% | +64.3% | +48.5% |
| 5Y | -52.1% | +2.6% | -54.7% | -58.4% |
| All | -38.7% | -18.7% | -20.0% | -47.5% |
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