-2.2%
LYV vs DLTR
+19.1%
-21.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -1.9% | -10.1% | +8.2% | 0.0% |
| 30D | -8.2% | -8.1% | -0.1% | -6.8% |
| 3M | -1.3% | +2.9% | -4.1% | -1.9% |
| 6M | +2.6% | +4.3% | -1.7% | +2.0% |
| YTD | +19.4% | -3.9% | +23.3% | +21.1% |
| 1Y | -2.2% | +18.9% | -21.1% | -6.7% |
| All | -2.2% | +19.1% | -21.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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