+5.3%
LVS vs DOC
-21.4%
+26.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +11.1% | +6.5% | +4.6% | +9.0% |
| 30D | +14.7% | +9.2% | +5.5% | +11.5% |
| 3M | -10.9% | -2.5% | -8.4% | -10.3% |
| 6M | -22.3% | +7.1% | -29.4% | -24.3% |
| YTD | -35.8% | +33.0% | -68.8% | -42.4% |
| 1Y | -33.5% | +23.3% | -56.7% | -38.6% |
| 3Y | -11.7% | +44.9% | -56.6% | -24.7% |
| All | +5.3% | -21.4% | +26.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling