-0.5%
LYV vs DECK
-30.6%
+30.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.2% | -5.5% | +1.3% | -3.5% |
| 30D | -7.2% | -14.9% | +7.6% | -5.5% |
| 3M | +1.5% | -28.2% | +29.7% | +5.2% |
| 6M | +2.7% | -24.1% | +26.9% | +5.3% |
| YTD | +19.4% | -22.9% | +42.3% | +22.6% |
| 1Y | -0.5% | -30.0% | +29.5% | +0.6% |
| All | -0.5% | -30.6% | +30.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DECK 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling