+1,468.2%
LYV vs SAN
+266.0%
+1,202.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -1.1% |
| 7D | -1.9% | +0.2% | -2.1% | -2.1% |
| 30D | -8.2% | +0.9% | -9.1% | -8.7% |
| 3M | -1.3% | +19.1% | -20.4% | -10.3% |
| 6M | +2.6% | +33.2% | -30.6% | -12.6% |
| YTD | +19.4% | +29.1% | -9.7% | +1.9% |
| 1Y | -2.2% | +50.2% | -52.5% | -23.4% |
| 3Y | +106.0% | +351.0% | -245.0% | -13.7% |
| 5Y | +97.7% | +394.7% | -297.0% | -25.6% |
| 10Y | +560.5% | +345.3% | +215.2% | +139.6% |
| All | +1,468.2% | +266.0% | +1,202.2% | +544.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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