+5.2%
LVS vs DOC
-24.5%
+29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -3.2% | -4.8% | +1.5% | -1.8% |
| 3M | -12.0% | +6.9% | -18.9% | -14.0% |
| 6M | -19.9% | +20.7% | -40.6% | -25.3% |
| YTD | -30.6% | +34.1% | -64.8% | -38.0% |
| 1Y | -17.7% | +22.6% | -40.4% | -24.1% |
| 3Y | -14.2% | +20.8% | -35.0% | -21.3% |
| All | +5.2% | -24.5% | +29.8% | +20.3% |
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