+286.6%
DOCN vs LYV
-0.5%
+287.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +26.5% | -5.3% | +31.9% | +27.4% |
| 30D | +2.3% | -7.9% | +10.2% | +3.4% |
| 3M | -21.2% | +4.5% | -25.7% | -22.2% |
| 6M | +130.6% | +2.5% | +128.1% | +125.8% |
| YTD | +175.7% | +19.3% | +156.4% | +174.1% |
| 1Y | +286.6% | -0.2% | +286.7% | +254.7% |
| All | +286.6% | -0.5% | +287.1% | +254.7% |
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