+447.9%
DIS vs LYV
+1,449.5%
-1,001.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.3% |
| 7D | -1.1% | -3.8% | +2.7% | 0.0% |
| 30D | +0.1% | -5.7% | +5.8% | +1.8% |
| 3M | +7.1% | +6.9% | +0.2% | +4.9% |
| 6M | +4.3% | +9.2% | -4.9% | +1.2% |
| YTD | -6.9% | +19.6% | -26.6% | -12.3% |
| 1Y | -10.3% | +0.6% | -10.9% | -11.5% |
| 3Y | +32.8% | +110.6% | -77.8% | +5.0% |
| 5Y | -41.5% | +96.6% | -138.1% | -53.8% |
| 10Y | +21.2% | +546.4% | -525.2% | -33.7% |
| All | +447.9% | +1,449.5% | -1,001.6% | +119.2% |
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 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