+1,468.2%
LYV vs DGX
+527.6%
+940.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.8% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -8.2% | -1.2% | -7.0% | -7.7% |
| 3M | -1.3% | +15.8% | -17.0% | -8.4% |
| 6M | +2.6% | +18.2% | -15.6% | -6.1% |
| YTD | +19.4% | +37.2% | -17.8% | +0.9% |
| 1Y | -2.2% | +30.4% | -32.6% | -15.5% |
| 3Y | +106.0% | +96.7% | +9.3% | +41.0% |
| 5Y | +97.7% | +67.2% | +30.5% | +43.2% |
| 10Y | +560.5% | +253.9% | +306.6% | +183.6% |
| All | +1,468.2% | +527.6% | +940.6% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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