+489.1%
DDOG vs LYV
+150.0%
+339.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.9% | -1.9% | +5.8% | +4.7% |
| 30D | -8.2% | -8.2% | 0.0% | -5.2% |
| 3M | -5.6% | -1.3% | -4.3% | -5.1% |
| 6M | +73.5% | +2.6% | +70.9% | +70.4% |
| YTD | +62.7% | +19.4% | +43.3% | +49.5% |
| 1Y | +59.0% | -2.2% | +61.2% | +57.8% |
| 3Y | +117.1% | +106.0% | +11.1% | +57.1% |
| 5Y | +61.3% | +97.7% | -36.4% | +24.2% |
| All | +489.1% | +150.0% | +339.1% | +313.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling