-5.1%
DASH vs LYV
+98.5%
-103.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -12.8% | -5.3% | -7.5% | -9.7% |
| 30D | -6.0% | -7.9% | +1.9% | -1.0% |
| 3M | +26.7% | +4.5% | +22.2% | +22.9% |
| 6M | +11.7% | +2.5% | +9.2% | +8.6% |
| YTD | -12.9% | +19.3% | -32.2% | -24.3% |
| 1Y | -23.1% | -0.2% | -22.9% | -25.5% |
| 3Y | +140.0% | +110.0% | +30.0% | +31.2% |
| 5Y | -5.1% | +96.8% | -101.8% | -34.1% |
| All | -5.1% | +98.5% | -103.5% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling