-10.4%
LVS vs DOC
+20.8%
-31.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | -3.2% | -4.8% | +1.5% | -2.0% |
| 3M | -12.0% | +6.9% | -18.9% | -13.6% |
| 6M | -19.9% | +20.7% | -40.6% | -24.3% |
| YTD | -30.6% | +34.1% | -64.8% | -36.9% |
| 1Y | -17.7% | +22.6% | -40.4% | -22.9% |
| All | -10.4% | +20.8% | -31.2% | -16.9% |
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