+1,468.2%
LYV vs DTE
+691.1%
+777.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.9% |
| 7D | -1.9% | -2.6% | +0.6% | -0.3% |
| 30D | -8.2% | -4.4% | -3.8% | -5.5% |
| 3M | -1.3% | -8.3% | +7.1% | +4.1% |
| 6M | +2.6% | -8.1% | +10.7% | +7.5% |
| YTD | +19.4% | +4.4% | +15.0% | +14.6% |
| 1Y | -2.2% | +0.2% | -2.4% | -3.7% |
| 3Y | +106.0% | +42.6% | +63.4% | +55.6% |
| 5Y | +97.7% | +31.5% | +66.2% | +53.0% |
| 10Y | +560.5% | +138.2% | +422.3% | +214.3% |
| All | +1,468.2% | +691.1% | +777.1% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling