+99.3%
DAL vs LYV
+109.2%
-9.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.8% | -5.3% | +6.1% | +3.5% |
| 30D | -11.7% | -7.9% | -3.8% | -8.2% |
| 3M | -2.7% | +4.5% | -7.2% | -5.2% |
| 6M | +30.7% | +2.5% | +28.1% | +28.0% |
| YTD | +14.4% | +19.3% | -4.9% | +2.8% |
| 1Y | +31.2% | -0.2% | +31.4% | +30.2% |
| All | +99.3% | +109.2% | -9.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling