+532.5%
DUK vs LYV
+1,446.8%
-914.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.9% | +1.3% | -0.5% |
| 30D | -2.4% | -8.2% | +5.7% | -1.6% |
| 3M | -3.0% | -1.3% | -1.7% | -2.9% |
| 6M | -6.6% | +2.6% | -9.2% | -7.0% |
| YTD | +4.6% | +19.4% | -14.9% | +2.3% |
| 1Y | +1.2% | -2.2% | +3.5% | +1.0% |
| 3Y | +45.7% | +106.0% | -60.4% | +33.0% |
| 5Y | +40.3% | +97.7% | -57.4% | +26.1% |
| 10Y | +129.9% | +560.5% | -430.6% | +73.5% |
| All | +532.5% | +1,446.8% | -914.3% | +320.3% |
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