+1,467.6%
LYV vs DRI
+998.5%
+469.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -4.2% | -4.8% | +0.6% | -1.3% |
| 30D | -7.2% | -5.2% | -2.0% | -4.4% |
| 3M | +1.5% | +2.7% | -1.2% | -0.6% |
| 6M | +2.7% | +3.6% | -0.9% | -0.5% |
| YTD | +19.4% | +15.4% | +3.9% | +7.7% |
| 1Y | -0.5% | +1.3% | -1.7% | -3.4% |
| 3Y | +110.1% | +53.1% | +57.0% | +53.3% |
| 5Y | +97.6% | +64.6% | +33.0% | +37.6% |
| 10Y | +560.2% | +349.5% | +210.7% | +121.0% |
| All | +1,467.6% | +998.5% | +469.1% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling