-99.9%
DFNS vs LYV
+248.6%
-348.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -3.3% | -4.2% | +0.8% | -2.7% |
| 30D | -73.1% | -7.2% | -65.9% | -72.8% |
| 3M | -71.4% | +1.5% | -72.9% | -70.8% |
| 6M | -93.8% | +2.7% | -96.6% | -93.7% |
| YTD | -98.0% | +19.4% | -117.4% | -98.0% |
| 1Y | -98.2% | -0.5% | -97.7% | -98.1% |
| 3Y | -99.9% | +110.1% | -210.0% | -99.9% |
| 5Y | -99.9% | +97.6% | -197.4% | -99.9% |
| All | -99.9% | +248.6% | -348.5% | -99.9% |
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