+55.8%
DOCS vs LVS
-10.7%
+66.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -1.3% | +11.4% | -12.7% | -3.4% |
| 30D | +19.4% | +13.6% | +5.8% | +16.4% |
| 3M | +53.4% | -10.0% | +63.4% | +56.1% |
| 6M | +28.8% | -20.6% | +49.3% | +34.3% |
| YTD | -25.1% | -35.5% | +10.4% | -19.3% |
| 1Y | -48.1% | -32.9% | -15.3% | -44.6% |
| All | +55.8% | -10.7% | +66.5% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling