+176.5%
DLR vs LYV
+564.6%
-388.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | -4.3% | -8.2% | +3.9% | -3.0% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | +5.8% | +2.6% | +3.2% | +5.0% |
| YTD | +23.5% | +19.4% | +4.1% | +19.4% |
| 1Y | +11.1% | -2.2% | +13.3% | +10.7% |
| 3Y | +57.9% | +106.0% | -48.2% | +39.1% |
| 5Y | +44.0% | +97.7% | -53.7% | +25.4% |
| All | +176.5% | +564.6% | -388.2% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling