+1,468.2%
LYV vs DAR
+1,561.0%
-92.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -8.2% | +2.6% | -10.8% | -9.5% |
| 3M | -1.3% | +14.2% | -15.5% | -7.4% |
| 6M | +2.6% | +17.2% | -14.6% | -5.2% |
| YTD | +19.4% | +80.9% | -61.5% | -8.0% |
| 1Y | -2.2% | +104.0% | -106.2% | -29.4% |
| 3Y | +106.0% | +3.6% | +102.4% | +84.5% |
| 5Y | +97.7% | -7.8% | +105.5% | +76.1% |
| 10Y | +560.5% | +363.1% | +197.4% | +168.3% |
| All | +1,468.2% | +1,561.0% | -92.8% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling