-9.5%
DASH vs LYV
+150.9%
-160.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -4.5% | +1.8% | -6.4% | -5.6% |
| 30D | -6.8% | +5.7% | -12.5% | -9.7% |
| 3M | -20.7% | -4.1% | -16.6% | -18.6% |
| 6M | +15.1% | +5.9% | +9.1% | +11.1% |
| YTD | -24.3% | +25.2% | -49.5% | -35.4% |
| 1Y | -12.1% | +30.4% | -42.6% | -27.2% |
| 3Y | +91.1% | +103.6% | -12.6% | +13.3% |
| 5Y | -30.3% | +58.9% | -89.1% | -51.9% |
| All | -9.5% | +150.9% | -160.4% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling