+6.5%
LYV vs DG
+23.4%
-17.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -4.5% | +8.4% | -12.9% | -6.1% |
| 30D | -5.5% | +4.9% | -10.4% | -6.5% |
| 3M | +7.8% | +29.3% | -21.6% | +1.9% |
| 6M | +9.4% | -11.3% | +20.6% | +11.1% |
| YTD | +21.8% | +1.8% | +20.0% | +20.9% |
| 1Y | +6.5% | +25.3% | -18.9% | +2.1% |
| All | +6.5% | +23.4% | -17.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling