+1,515.2%
LYV vs DECK
+5,458.3%
-3,943.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -1.5% | +5.8% | -7.2% | -3.4% |
| 30D | +2.6% | +7.9% | -5.3% | -0.2% |
| 3M | -3.6% | -11.4% | +7.8% | 0.0% |
| 6M | +4.4% | -16.6% | +21.0% | +9.8% |
| YTD | +23.0% | -16.4% | +39.3% | +27.4% |
| 1Y | +27.2% | +8.6% | +18.6% | +20.1% |
| 3Y | +105.2% | -15.1% | +120.3% | +92.5% |
| 5Y | +41.6% | +22.9% | +18.7% | +11.4% |
| 10Y | +553.7% | +895.7% | -342.0% | +122.4% |
| All | +1,515.2% | +5,458.3% | -3,943.1% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling