+109.4%
LYV vs DECK
-3.0%
+112.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | -4.5% | -2.2% | -2.3% | -4.2% |
| 30D | -5.5% | -13.6% | +8.1% | -3.5% |
| 3M | +7.8% | -21.2% | +29.0% | +11.3% |
| 6M | +9.4% | -21.1% | +30.5% | +12.6% |
| YTD | +21.8% | -17.2% | +39.0% | +24.2% |
| 1Y | +6.5% | -30.7% | +37.2% | +11.3% |
| All | +109.4% | -3.0% | +112.4% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling