+90.9%
LYV vs DKS
+14.7%
+76.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.5% |
| 7D | -1.9% | -2.0% | +0.1% | -1.5% |
| 30D | -8.2% | -32.7% | +24.5% | -1.4% |
| 3M | -1.3% | -38.8% | +37.5% | +8.2% |
| 6M | +2.6% | -29.4% | +32.0% | +8.3% |
| YTD | +19.4% | -30.3% | +49.7% | +26.0% |
| 1Y | -2.2% | -39.6% | +37.4% | +6.2% |
| 3Y | +106.0% | +32.2% | +73.9% | +73.3% |
| All | +90.9% | +14.7% | +76.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling