-54.4%
DOCS vs LYV
+83.3%
-137.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -8.1% | -5.3% | -2.7% | -5.7% |
| 30D | -5.6% | -7.9% | +2.3% | -2.2% |
| 3M | +18.3% | +4.5% | +13.8% | +15.3% |
| 6M | -5.1% | +2.5% | -7.6% | -7.6% |
| YTD | -45.4% | +19.3% | -64.7% | -51.0% |
| 1Y | -65.2% | -0.2% | -65.0% | -66.1% |
| 3Y | +6.6% | +110.0% | -103.4% | -31.9% |
| 5Y | -76.1% | +96.8% | -172.9% | -84.5% |
| All | -54.4% | +83.3% | -137.7% | -72.9% |
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