+549.4%
LYV vs D
+36.8%
+512.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.4% |
| 30D | -8.2% | -4.5% | -3.7% | -7.2% |
| 3M | -1.3% | -2.5% | +1.3% | -0.7% |
| 6M | +2.6% | +5.5% | -2.9% | +1.0% |
| YTD | +19.4% | +13.3% | +6.1% | +15.5% |
| 1Y | -2.2% | +11.8% | -14.1% | -5.2% |
| 3Y | +106.0% | +56.7% | +49.3% | +80.9% |
| 5Y | +97.7% | +4.3% | +93.4% | +90.7% |
| All | +549.4% | +36.8% | +512.6% | +523.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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