+34.5%
LYV vs SCHG
+0.2%
+34.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +1.5% |
| 7D | +1.9% | -6.8% | +8.7% | +5.2% |
| 30D | +5.5% | -11.2% | +16.7% | +11.5% |
| 3M | -1.2% | -7.4% | +6.1% | +2.1% |
| 6M | +15.3% | -1.0% | +16.3% | +14.4% |
| YTD | +27.2% | +0.9% | +26.3% | +22.1% |
| 1Y | +34.5% | -0.2% | +34.6% | +29.1% |
| All | +34.5% | +0.2% | +34.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling