+1,468.2%
LYV vs DKS
+1,036.6%
+431.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -1.9% | -3.0% | +1.0% | -0.8% |
| 30D | -8.2% | -33.4% | +25.2% | +3.8% |
| 3M | -1.3% | -39.4% | +38.1% | +15.3% |
| 6M | +2.6% | -30.1% | +32.7% | +12.6% |
| YTD | +19.4% | -31.0% | +50.4% | +30.9% |
| 1Y | -2.2% | -40.2% | +37.9% | +12.3% |
| 3Y | +106.0% | +30.9% | +75.1% | +60.0% |
| 5Y | +97.7% | +14.0% | +83.6% | +48.8% |
| 10Y | +560.5% | +202.1% | +358.4% | +161.9% |
| All | +1,468.2% | +1,036.6% | +431.6% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling