+2,106.9%
LYV vs DG
+560.3%
+1,546.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -1.9% | -6.5% | +4.5% | -0.8% |
| 30D | -8.2% | +4.2% | -12.4% | -8.9% |
| 3M | -1.3% | +9.5% | -10.8% | -3.1% |
| 6M | +2.6% | -13.1% | +15.7% | +4.7% |
| YTD | +19.4% | -4.8% | +24.2% | +19.8% |
| 1Y | -2.2% | +20.6% | -22.9% | -6.2% |
| 3Y | +106.0% | +4.9% | +101.1% | +96.3% |
| 5Y | +97.7% | -37.9% | +135.5% | +109.3% |
| 10Y | +560.5% | +102.2% | +458.3% | +401.3% |
| All | +2,106.9% | +560.3% | +1,546.5% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling