-22.6%
DXCM vs LYV
+109.4%
-132.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.5% | -1.9% | -3.6% | -5.1% |
| 30D | -8.6% | -8.2% | -0.4% | -6.6% |
| 3M | +10.3% | -1.3% | +11.6% | +10.3% |
| 6M | +25.2% | +2.6% | +22.6% | +23.3% |
| YTD | +25.1% | +19.4% | +5.7% | +17.9% |
| 1Y | +9.2% | -2.2% | +11.5% | +9.8% |
| 3Y | -22.6% | +106.0% | -128.7% | -34.7% |
| All | -22.6% | +109.4% | -132.0% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling