+90.9%
LYV vs DBX
+11.7%
+79.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.6% |
| 30D | -8.2% | +5.7% | -13.9% | -10.2% |
| 3M | -1.3% | +31.8% | -33.1% | -10.8% |
| 6M | +2.6% | +37.5% | -34.9% | -10.0% |
| YTD | +19.4% | +27.9% | -8.5% | +7.5% |
| 1Y | -2.2% | +15.0% | -17.3% | -8.7% |
| 3Y | +106.0% | +27.2% | +78.9% | +74.4% |
| All | +90.9% | +11.7% | +79.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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