+8.3%
DIS vs LYV
+25.0%
-16.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.5% |
| 7D | +9.1% | +6.2% | +2.9% | +7.4% |
| 30D | +14.8% | +7.3% | +7.5% | +12.7% |
| 3M | +21.2% | -0.3% | +21.4% | +21.0% |
| 6M | +18.3% | +16.2% | +2.1% | +14.4% |
| YTD | +5.4% | +28.5% | -23.2% | +0.4% |
| 1Y | +8.3% | +21.5% | -13.3% | +4.2% |
| All | +8.3% | +25.0% | -16.7% | +4.2% |
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