-11.2%
LVS vs DOC
+14.9%
-26.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +11.4% | +6.2% | +5.1% | +8.9% |
| 30D | +13.6% | +6.5% | +7.2% | +10.9% |
| 3M | -10.0% | -6.2% | -3.8% | -7.9% |
| 6M | -20.6% | +25.6% | -46.1% | -28.1% |
| YTD | -35.5% | +32.1% | -67.6% | -43.2% |
| 1Y | -32.9% | +20.3% | -53.2% | -38.6% |
| 3Y | -10.3% | +42.7% | -53.0% | -25.1% |
| 5Y | +3.1% | -22.2% | +25.3% | +10.1% |
| All | -11.2% | +14.9% | -26.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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