-32.9%
DOCS vs LVS
-37.7%
+4.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +11.4% | +10.0% | +1.4% | +8.5% |
| 3M | +25.4% | -11.0% | +36.4% | +28.2% |
| 6M | +42.5% | -20.1% | +62.7% | +50.0% |
| YTD | -24.7% | -36.3% | +11.6% | -18.3% |
| 1Y | -32.9% | -36.8% | +3.9% | -27.0% |
| All | -32.9% | -37.7% | +4.7% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling