-98.3%
DFNS vs LYV
+6.6%
-104.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +3.5% |
| 7D | -16.0% | -4.5% | -11.5% | -11.0% |
| 30D | -77.7% | -5.5% | -72.2% | -76.3% |
| 3M | -77.2% | +7.8% | -84.9% | -74.1% |
| 6M | -95.2% | +9.4% | -104.5% | -94.5% |
| YTD | -98.0% | +21.8% | -119.7% | -97.7% |
| 1Y | -98.3% | +6.5% | -104.7% | -98.4% |
| All | -98.3% | +6.6% | -104.9% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling