+1,468.2%
LYV vs DD
+199.1%
+1,269.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.9% | -3.5% | +1.6% | +0.1% |
| 30D | -8.2% | -11.7% | +3.5% | -1.5% |
| 3M | -1.3% | -9.2% | +8.0% | +4.0% |
| 6M | +2.6% | -7.2% | +9.8% | +5.7% |
| YTD | +19.4% | +6.6% | +12.8% | +12.6% |
| 1Y | -2.2% | +32.0% | -34.2% | -19.8% |
| 3Y | +106.0% | +42.1% | +63.9% | +54.4% |
| 5Y | +97.7% | +58.1% | +39.6% | +35.7% |
| 10Y | +560.5% | +65.3% | +495.2% | +297.7% |
| All | +1,468.2% | +199.1% | +1,269.1% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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