-64.2%
DOCS vs LYV
-0.4%
-63.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -8.8% | -4.2% | -4.6% | -8.6% |
| 30D | -5.4% | -7.2% | +1.9% | -5.0% |
| 3M | +22.1% | +1.5% | +20.5% | +21.8% |
| 6M | -0.3% | +2.7% | -3.0% | -1.1% |
| YTD | -44.2% | +19.4% | -63.6% | -45.0% |
| 1Y | -64.2% | -0.5% | -63.7% | -64.4% |
| All | -64.2% | -0.4% | -63.7% | -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 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