-59.1%
DKNG vs LYV
+93.4%
-152.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.0% | -1.9% | +5.0% | +4.6% |
| 30D | -3.0% | -8.2% | +5.2% | +3.7% |
| 3M | -17.6% | -1.3% | -16.3% | -17.0% |
| 6M | -3.2% | +2.6% | -5.9% | -6.6% |
| YTD | -28.2% | +19.4% | -47.6% | -39.5% |
| 1Y | -46.1% | -2.2% | -43.8% | -46.9% |
| 3Y | -22.2% | +106.0% | -128.2% | -62.2% |
| All | -59.1% | +93.4% | -152.4% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling