+1,542.9%
LYV vs DOC
+170.2%
+1,372.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | -0.3% | +4.3% | -4.7% | -2.7% |
| 30D | +4.6% | +9.2% | -4.5% | -0.5% |
| 3M | -3.5% | -0.8% | -2.6% | -3.3% |
| 6M | +9.2% | +7.1% | +2.1% | +4.2% |
| YTD | +25.1% | +34.0% | -8.9% | +4.0% |
| 1Y | +24.3% | +23.2% | +1.1% | +8.0% |
| 3Y | +103.7% | +53.6% | +50.1% | +50.3% |
| 5Y | +55.0% | -20.4% | +75.4% | +63.2% |
| 10Y | +519.4% | +23.4% | +496.0% | +381.0% |
| All | +1,542.9% | +170.2% | +1,372.6% | +656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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