+90.9%
LYV vs SBAC
-43.5%
+134.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -1.9% | -2.1% | +0.2% | -1.4% |
| 30D | -8.2% | +2.0% | -10.2% | -8.7% |
| 3M | -1.3% | -8.3% | +7.0% | +0.6% |
| 6M | +2.6% | +0.3% | +2.3% | +1.4% |
| YTD | +19.4% | -2.2% | +21.6% | +18.7% |
| 1Y | -2.2% | -4.6% | +2.4% | -2.1% |
| 3Y | +106.0% | -8.3% | +114.3% | +102.0% |
| All | +90.9% | -43.5% | +134.4% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling