+2.6%
LYV vs DTE
-8.7%
+11.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | -1.9% | -2.6% | +0.6% | -1.6% |
| 30D | -8.2% | -4.4% | -3.8% | -7.7% |
| 3M | -1.3% | -8.3% | +7.1% | +0.3% |
| 6M | +2.6% | -8.1% | +10.7% | +4.6% |
| All | +2.6% | -8.7% | +11.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 6mo: compounded portfolio wealth divided by compounded DTE 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…
6mo analysis · Full analysis span regression · 6 months rolling