+549.4%
LYV vs DRI
+353.8%
+195.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -1.9% | -3.2% | +1.3% | -0.1% |
| 30D | -8.2% | -7.8% | -0.4% | -4.0% |
| 3M | -1.3% | +0.4% | -1.6% | -2.0% |
| 6M | +2.6% | +4.8% | -2.2% | -1.1% |
| YTD | +19.4% | +16.7% | +2.7% | +7.7% |
| 1Y | -2.2% | +1.5% | -3.7% | -5.0% |
| 3Y | +106.0% | +56.3% | +49.8% | +50.5% |
| 5Y | +97.7% | +66.4% | +31.2% | +38.5% |
| All | +549.4% | +353.8% | +195.6% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling