+530.8%
LYV vs DOC
+23.6%
+507.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | +1.0% | -2.7% | -2.2% |
| 30D | +6.2% | +8.1% | -1.9% | +2.0% |
| 3M | -1.7% | +0.9% | -2.6% | -2.4% |
| 6M | +10.5% | +6.3% | +4.2% | +6.4% |
| YTD | +26.4% | +33.8% | -7.4% | +7.0% |
| 1Y | +27.0% | +21.6% | +5.4% | +12.6% |
| 3Y | +105.9% | +53.4% | +52.5% | +54.5% |
| 5Y | +57.7% | -21.0% | +78.7% | +70.3% |
| 10Y | +530.8% | +22.5% | +508.3% | +483.3% |
| All | +530.8% | +23.6% | +507.2% | +483.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling