+74.3%
DOCN vs LYV
+25.7%
+48.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +9.3% |
| 7D | +3.7% | -1.6% | +5.4% | +4.3% |
| 30D | -33.7% | +6.2% | -39.9% | -34.9% |
| 3M | -27.9% | -1.7% | -26.2% | -27.5% |
| 6M | -46.4% | +10.5% | -57.0% | -49.0% |
| YTD | +81.1% | +26.4% | +54.7% | +63.5% |
| 1Y | +74.3% | +27.0% | +47.3% | +56.6% |
| All | +74.3% | +25.7% | +48.6% | +56.6% |
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 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