-74.0%
DOCS vs LYV
+94.6%
-168.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.6% | -6.5% |
| 7D | -7.3% | -3.8% | -3.5% | -5.7% |
| 30D | -10.9% | -5.7% | -5.2% | -8.7% |
| 3M | +20.3% | +6.9% | +13.4% | +16.1% |
| 6M | -3.6% | +9.2% | -12.8% | -9.0% |
| YTD | -44.9% | +19.6% | -64.5% | -50.5% |
| 1Y | -64.9% | +0.6% | -65.5% | -65.9% |
| 3Y | +7.6% | +110.6% | -103.0% | -31.1% |
| 5Y | -74.0% | +96.6% | -170.6% | -82.4% |
| All | -74.0% | +94.6% | -168.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling