+90.9%
LYV vs DAR
-9.0%
+99.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -8.2% | +2.6% | -10.8% | -9.0% |
| 3M | -1.3% | +14.2% | -15.5% | -4.8% |
| 6M | +2.6% | +17.2% | -14.6% | -1.9% |
| YTD | +19.4% | +80.9% | -61.5% | +2.5% |
| 1Y | -2.2% | +104.0% | -106.2% | -19.2% |
| 3Y | +106.0% | +3.6% | +102.4% | +101.4% |
| All | +90.9% | -9.0% | +99.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling