+2,779.0%
DE vs LYV
+1,446.8%
+1,332.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.6% | -1.9% | -0.6% | -2.0% |
| 30D | +9.0% | -8.2% | +17.2% | +11.6% |
| 3M | +19.1% | -1.3% | +20.4% | +19.2% |
| 6M | +14.4% | +2.6% | +11.8% | +12.8% |
| YTD | +45.9% | +19.4% | +26.5% | +37.6% |
| 1Y | +43.6% | -2.2% | +45.8% | +42.6% |
| 3Y | +75.9% | +106.0% | -30.2% | +38.6% |
| 5Y | +98.8% | +97.7% | +1.1% | +52.2% |
| 10Y | +861.4% | +560.5% | +300.9% | +382.3% |
| All | +2,779.0% | +1,446.8% | +1,332.2% | +907.6% |
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