+134.2%
DAL vs LYV
+564.6%
-430.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.8% |
| 30D | -11.1% | -8.2% | -3.0% | -6.7% |
| 3M | -2.1% | -1.3% | -0.8% | -1.8% |
| 6M | +35.8% | +2.6% | +33.2% | +32.2% |
| YTD | +16.0% | +19.4% | -3.4% | +2.3% |
| 1Y | +33.7% | -2.2% | +35.9% | +31.2% |
| 3Y | +102.3% | +106.0% | -3.8% | +24.4% |
| 5Y | +110.3% | +97.7% | +12.7% | +26.9% |
| All | +134.2% | +564.6% | -430.5% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling