+546.4%
LYV vs DECK
+705.1%
-158.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | -0.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.2% |
| 30D | -5.7% | -15.2% | +9.6% | -1.0% |
| 3M | +6.9% | -24.7% | +31.6% | +15.8% |
| 6M | +9.2% | -20.8% | +29.9% | +16.0% |
| YTD | +19.6% | -20.3% | +39.9% | +25.6% |
| 1Y | +0.6% | -29.5% | +30.1% | +8.5% |
| 3Y | +110.6% | -6.0% | +116.6% | +86.3% |
| 5Y | +96.6% | +23.5% | +73.1% | +49.7% |
| 10Y | +546.4% | +723.9% | -177.6% | +201.4% |
| All | +546.4% | +705.1% | -158.7% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling