-38.3%
DOCS vs LYV
+26.9%
-65.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | +6.3% | +4.6% | +1.6% | +5.9% |
| 3M | +26.5% | -3.5% | +30.0% | +26.6% |
| 6M | +24.8% | +9.2% | +15.6% | +23.4% |
| YTD | -26.8% | +25.1% | -51.9% | -29.3% |
| 1Y | -38.3% | +24.3% | -62.6% | -40.2% |
| All | -38.3% | +26.9% | -65.2% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling