+3.1%
LVS vs DOC
-22.1%
+25.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +11.4% | +6.2% | +5.1% | +9.4% |
| 30D | +13.6% | +6.5% | +7.2% | +11.4% |
| 3M | -10.0% | -6.2% | -3.8% | -8.3% |
| 6M | -20.6% | +25.6% | -46.1% | -26.8% |
| YTD | -35.5% | +32.1% | -67.6% | -42.0% |
| 1Y | -32.9% | +20.3% | -53.2% | -37.5% |
| 3Y | -10.3% | +42.7% | -53.0% | -23.1% |
| 5Y | +3.1% | -22.2% | +25.3% | +19.7% |
| All | +3.1% | -22.1% | +25.2% | +19.7% |
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