+658.0%
DIA vs LYV
+1,446.2%
-788.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.0% | -4.2% | +1.2% | -2.1% |
| 30D | -3.0% | -7.2% | +4.2% | -1.5% |
| 3M | +4.5% | +1.5% | +3.0% | +4.0% |
| 6M | +9.8% | +2.7% | +7.0% | +8.7% |
| YTD | +9.3% | +19.4% | -10.1% | +4.5% |
| 1Y | +16.0% | -0.5% | +16.4% | +14.9% |
| 3Y | +57.7% | +110.1% | -52.4% | +31.7% |
| 5Y | +63.8% | +97.6% | -33.8% | +34.6% |
| 10Y | +248.8% | +560.2% | -311.4% | +111.6% |
| All | +658.0% | +1,446.2% | -788.1% | +266.9% |
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