-54.2%
DOCS vs LYV
+47.5%
-101.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.4% |
| 7D | -0.8% | -1.5% | +0.7% | 0.0% |
| 30D | +17.4% | +2.6% | +14.8% | +16.0% |
| 3M | +57.4% | -3.6% | +60.9% | +59.7% |
| 6M | +26.5% | +4.4% | +22.1% | +22.8% |
| YTD | -26.6% | +23.0% | -49.6% | -35.9% |
| 1Y | -48.1% | +27.2% | -75.3% | -55.7% |
| 3Y | +52.6% | +105.2% | -52.6% | -6.9% |
| All | -54.2% | +47.5% | -101.7% | -68.1% |
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