-11.7%
LVS vs DOC
+43.5%
-55.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.7% |
| 7D | +13.4% | +8.7% | +4.7% | +11.1% |
| 30D | +12.2% | +7.6% | +4.6% | +10.1% |
| 3M | -10.7% | -5.3% | -5.5% | -9.6% |
| 6M | -19.8% | +27.6% | -47.4% | -25.2% |
| YTD | -35.8% | +32.4% | -68.2% | -41.2% |
| 1Y | -31.8% | +22.9% | -54.7% | -35.9% |
| All | -11.7% | +43.5% | -55.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling