+44.6%
DXCM vs LYV
+25.0%
+19.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +6.3% |
| 7D | +12.5% | +6.2% | +6.4% | +11.7% |
| 30D | +1.8% | +7.3% | -5.5% | +0.9% |
| 3M | +1.8% | -0.3% | +2.1% | +1.6% |
| 6M | +47.4% | +16.2% | +31.1% | +43.5% |
| YTD | +33.3% | +28.5% | +4.8% | +30.0% |
| 1Y | +44.6% | +21.5% | +23.1% | +41.1% |
| All | +44.6% | +25.0% | +19.7% | +41.1% |
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 · 6 months rolling