+52.3%
LVS vs DOC
+173.6%
-121.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | -1.5% | -1.5% | 0.0% | -0.7% |
| 30D | -3.2% | -4.8% | +1.5% | -0.7% |
| 3M | -12.0% | +6.9% | -18.9% | -15.6% |
| 6M | -19.9% | +20.7% | -40.6% | -29.5% |
| YTD | -30.6% | +34.1% | -64.8% | -42.8% |
| 1Y | -17.7% | +22.6% | -40.4% | -29.0% |
| 3Y | -14.2% | +20.8% | -35.0% | -27.7% |
| 5Y | +9.6% | -24.9% | +34.5% | +19.0% |
| 10Y | +5.7% | -1.8% | +7.5% | -13.0% |
| All | +52.3% | +173.6% | -121.3% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling