-38.8%
DOCS vs LYV
+92.2%
-131.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -0.6% | -0.3% | -0.2% | -0.3% |
| 30D | +6.3% | +4.6% | +1.6% | +4.2% |
| 3M | +26.5% | -3.5% | +30.0% | +28.3% |
| 6M | +24.8% | +9.2% | +15.6% | +19.0% |
| YTD | -26.8% | +25.1% | -51.9% | -35.7% |
| 1Y | -38.3% | +24.3% | -62.6% | -45.7% |
| 3Y | +36.0% | +103.7% | -67.6% | -11.1% |
| 5Y | -55.0% | +55.0% | -110.0% | -68.3% |
| All | -38.8% | +92.2% | -131.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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