+33.9%
DAL vs LYV
+6.6%
+27.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.2% |
| 7D | +0.1% | -4.5% | +4.6% | +1.0% |
| 30D | -13.9% | -5.5% | -8.5% | -13.0% |
| 3M | +1.1% | +7.8% | -6.7% | 0.0% |
| 6M | +26.2% | +9.4% | +16.9% | +24.4% |
| YTD | +16.4% | +21.8% | -5.3% | +14.7% |
| 1Y | +33.9% | +6.5% | +27.4% | +29.4% |
| All | +33.9% | +6.6% | +27.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling