+140.7%
DASH vs LYV
+109.8%
+30.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -4.5% |
| 7D | -11.2% | -3.8% | -7.4% | -9.5% |
| 30D | -7.3% | -5.7% | -1.7% | -4.9% |
| 3M | +31.4% | +6.9% | +24.6% | +27.5% |
| 6M | +11.9% | +9.2% | +2.7% | +6.5% |
| YTD | -11.5% | +19.6% | -31.1% | -20.0% |
| 1Y | -20.0% | +0.6% | -20.6% | -20.9% |
| All | +140.7% | +109.8% | +30.9% | +47.3% |
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