+490.5%
DDOG vs LYV
+149.9%
+340.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +3.2% | -4.2% | +7.4% | +5.0% |
| 30D | -10.2% | -7.2% | -2.9% | -7.6% |
| 3M | -2.6% | +1.5% | -4.1% | -3.2% |
| 6M | +80.1% | +2.7% | +77.4% | +76.9% |
| YTD | +63.0% | +19.4% | +43.7% | +49.9% |
| 1Y | +59.4% | -0.5% | +59.8% | +57.0% |
| 3Y | +127.0% | +110.1% | +16.9% | +63.0% |
| 5Y | +61.7% | +97.6% | -35.9% | +24.5% |
| All | +490.5% | +149.9% | +340.6% | +314.5% |
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 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