+87.1%
DOCN vs LYV
+94.6%
-7.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.8% | +14.4% | +13.9% |
| 7D | +16.3% | -3.8% | +20.1% | +19.2% |
| 30D | +2.0% | -5.7% | +7.7% | +5.7% |
| 3M | -25.2% | +6.9% | -32.0% | -29.7% |
| 6M | +132.7% | +9.2% | +123.5% | +113.8% |
| YTD | +163.3% | +19.6% | +143.7% | +124.6% |
| 1Y | +280.3% | +0.6% | +279.7% | +263.1% |
| 3Y | +371.8% | +110.6% | +261.3% | +135.8% |
| 5Y | +87.1% | +96.6% | -9.5% | +6.7% |
| All | +87.1% | +94.6% | -7.5% | +6.7% |
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 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