-32.4%
LVS vs DOCU
+107.7%
-140.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +11.4% | -3.2% | +14.6% | +12.0% |
| 30D | +13.6% | +15.7% | -2.1% | +10.6% |
| 3M | -10.0% | +37.3% | -47.3% | -15.5% |
| 6M | -20.6% | +63.1% | -83.7% | -28.1% |
| YTD | -35.5% | +15.4% | -50.9% | -38.2% |
| 1Y | -32.9% | +11.3% | -44.2% | -35.4% |
| 3Y | -10.3% | +92.1% | -102.4% | -24.9% |
| 5Y | +3.1% | -70.5% | +73.6% | +6.5% |
| All | -32.4% | +107.7% | -140.1% | -56.2% |
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