-12.1%
DOW vs LYV
+171.2%
-183.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | -3.9% | -8.2% | +4.3% | -1.1% |
| 3M | -12.7% | -1.3% | -11.4% | -12.6% |
| 6M | -13.7% | +2.6% | -16.3% | -15.4% |
| YTD | +28.4% | +19.4% | +9.0% | +18.8% |
| 1Y | +21.8% | -2.2% | +24.0% | +20.3% |
| 3Y | -35.7% | +106.0% | -141.7% | -52.9% |
| 5Y | -36.8% | +97.7% | -134.5% | -56.7% |
| All | -12.1% | +171.2% | -183.3% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling