-21.9%
DASH vs LYV
-0.4%
-21.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -9.4% | -4.2% | -5.3% | -8.7% |
| 30D | -5.2% | -7.2% | +2.1% | -4.0% |
| 3M | +33.1% | +1.5% | +31.6% | +33.3% |
| 6M | +18.3% | +2.7% | +15.6% | +17.4% |
| YTD | -11.2% | +19.4% | -30.6% | -12.5% |
| 1Y | -21.9% | -0.5% | -21.4% | -22.5% |
| All | -21.9% | -0.4% | -21.5% | -22.5% |
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