+257.0%
DXCM vs LYV
+564.6%
-307.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.5% | -1.9% | -3.6% | -5.0% |
| 30D | -8.6% | -8.2% | -0.4% | -6.3% |
| 3M | +10.3% | -1.3% | +11.6% | +10.4% |
| 6M | +25.2% | +2.6% | +22.6% | +23.5% |
| YTD | +25.1% | +19.4% | +5.7% | +17.6% |
| 1Y | +9.2% | -2.2% | +11.5% | +8.5% |
| 3Y | -22.6% | +106.0% | -128.7% | -39.4% |
| 5Y | -39.5% | +97.7% | -137.2% | -52.5% |
| All | +257.0% | +564.6% | -307.7% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling