+306.1%
LYV vs DBX
+22.6%
+283.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.4% |
| 7D | -1.9% | +2.1% | -4.0% | -2.6% |
| 30D | -8.2% | +5.7% | -13.9% | -10.0% |
| 3M | -1.3% | +31.8% | -33.1% | -9.8% |
| 6M | +2.6% | +37.5% | -34.9% | -8.7% |
| YTD | +19.4% | +27.9% | -8.5% | +8.6% |
| 1Y | -2.2% | +15.0% | -17.3% | -8.4% |
| 3Y | +106.0% | +27.2% | +78.9% | +80.9% |
| 5Y | +97.7% | +12.8% | +84.9% | +73.5% |
| All | +306.1% | +22.6% | +283.5% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling