-29.3%
DASH vs LYV
+57.8%
-87.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -4.5% | +1.8% | -6.4% | -5.8% |
| 30D | -6.8% | +5.7% | -12.5% | -10.2% |
| 3M | -20.7% | -4.1% | -16.6% | -18.3% |
| 6M | +15.1% | +5.9% | +9.1% | +10.3% |
| YTD | -24.3% | +25.2% | -49.5% | -37.4% |
| 1Y | -12.1% | +30.4% | -42.6% | -29.8% |
| 3Y | +91.1% | +103.6% | -12.6% | -1.2% |
| All | -29.3% | +57.8% | -87.2% | -53.9% |
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