+1,515.2%
LYV vs DOC
+168.2%
+1,347.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.7% |
| 7D | -1.5% | +6.5% | -7.9% | -4.9% |
| 30D | +2.6% | +9.2% | -6.6% | -2.4% |
| 3M | -3.6% | -2.5% | -1.1% | -2.6% |
| 6M | +4.4% | +7.1% | -2.6% | -0.3% |
| YTD | +23.0% | +33.0% | -10.0% | +2.7% |
| 1Y | +27.2% | +23.3% | +3.9% | +10.4% |
| 3Y | +105.2% | +44.9% | +60.3% | +56.5% |
| 5Y | +41.6% | -21.6% | +63.2% | +50.3% |
| 10Y | +553.7% | +17.4% | +536.3% | +421.8% |
| All | +1,515.2% | +168.2% | +1,347.0% | +646.5% |
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