-37.1%
DOW vs LYV
+93.4%
-130.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -3.9% | -8.2% | +4.3% | -2.2% |
| 3M | -12.7% | -1.3% | -11.4% | -12.6% |
| 6M | -13.7% | +2.6% | -16.3% | -14.7% |
| YTD | +28.4% | +19.4% | +9.0% | +22.2% |
| 1Y | +21.8% | -2.2% | +24.0% | +21.2% |
| 3Y | -35.7% | +106.0% | -141.7% | -46.7% |
| All | -37.1% | +93.4% | -130.5% | -49.9% |
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