+526.8%
LYV vs DECK
+753.0%
-226.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +5.7% | +4.8% | +0.9% | +4.0% |
| 3M | -4.1% | -6.9% | +2.9% | -2.4% |
| 6M | +5.9% | -7.6% | +13.5% | +7.4% |
| YTD | +25.2% | -16.3% | +41.5% | +29.1% |
| 1Y | +30.4% | +4.5% | +26.0% | +25.3% |
| 3Y | +103.6% | -17.1% | +120.7% | +90.4% |
| 5Y | +58.9% | +21.9% | +37.0% | +21.9% |
| All | +526.8% | +753.0% | -226.2% | +190.4% |
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