-98.3%
DFNS vs LYV
-0.4%
-97.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | -6.3% | -1.9% | -4.4% | -4.0% |
| 30D | -74.0% | -8.2% | -65.8% | -71.2% |
| 3M | -70.1% | -1.3% | -68.9% | -65.0% |
| 6M | -93.9% | +2.6% | -96.5% | -93.0% |
| YTD | -98.1% | +19.4% | -117.5% | -97.8% |
| 1Y | -98.3% | -2.2% | -96.0% | -98.3% |
| All | -98.3% | -0.4% | -97.9% | -98.3% |
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 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