+115.0%
DRAM vs LYV
+15.0%
+100.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.9% | +7.5% |
| 7D | +6.9% | -4.5% | +11.4% | +9.0% |
| 30D | +11.1% | -5.5% | +16.5% | +13.6% |
| 3M | -9.1% | +7.8% | -16.9% | -16.4% |
| All | +115.0% | +15.0% | +100.1% | +93.2% |
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 · Available span rolling