-27.3%
LVS vs DOCU
+80.0%
-107.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.0% |
| 7D | -1.5% | +6.9% | -8.4% | -2.7% |
| 30D | -3.2% | +19.0% | -22.2% | -6.5% |
| 3M | -12.0% | +34.3% | -46.3% | -17.1% |
| 6M | -19.9% | +48.0% | -67.9% | -26.2% |
| YTD | -30.6% | 0.0% | -30.7% | -31.7% |
| 1Y | -17.7% | -10.3% | -7.5% | -17.8% |
| 3Y | -14.2% | +32.4% | -46.6% | -23.0% |
| 5Y | +9.6% | -77.9% | +87.6% | +18.3% |
| All | -27.3% | +80.0% | -107.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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