+114.1%
DT vs LYV
+135.8%
-21.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | +3.0% | -8.2% | +11.2% | +6.3% |
| 3M | +26.5% | -1.3% | +27.8% | +26.9% |
| 6M | +35.9% | +2.6% | +33.3% | +33.1% |
| YTD | +17.8% | +19.4% | -1.6% | +8.2% |
| 1Y | +4.1% | -2.2% | +6.3% | +3.0% |
| 3Y | +5.3% | +106.0% | -100.7% | -24.2% |
| 5Y | -27.2% | +97.7% | -124.8% | -47.1% |
| All | +114.1% | +135.8% | -21.6% | +47.4% |
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