+41.0%
LVS vs DOC
+170.0%
-129.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +4.7% |
| 7D | +13.4% | +8.7% | +4.7% | +8.3% |
| 30D | +12.2% | +7.6% | +4.6% | +7.5% |
| 3M | -10.7% | -5.3% | -5.5% | -8.3% |
| 6M | -19.8% | +27.6% | -47.4% | -31.5% |
| YTD | -35.8% | +32.4% | -68.2% | -46.8% |
| 1Y | -31.8% | +22.9% | -54.7% | -41.1% |
| 3Y | -10.7% | +43.1% | -53.8% | -31.7% |
| 5Y | +10.1% | -21.4% | +31.5% | +16.3% |
| 10Y | -11.8% | +16.8% | -28.7% | -35.0% |
| All | +41.0% | +170.0% | -129.1% | -50.2% |
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