+208.4%
DOCN vs LYV
+107.0%
+101.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +19.8% | -4.2% | +24.0% | +22.9% |
| 30D | +8.4% | -7.2% | +15.7% | +13.2% |
| 3M | -23.6% | +1.5% | -25.1% | -25.2% |
| 6M | +111.3% | +2.7% | +108.6% | +103.9% |
| YTD | +172.3% | +19.4% | +153.0% | +136.1% |
| 1Y | +283.3% | -0.5% | +283.8% | +270.6% |
| 3Y | +388.1% | +110.1% | +278.0% | +165.3% |
| 5Y | +87.1% | +97.6% | -10.4% | +22.4% |
| All | +208.4% | +107.0% | +101.3% | +101.2% |
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 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