+549.4%
LYV vs SCHG
+459.0%
+90.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.7% |
| 7D | -1.9% | -1.0% | -0.9% | -1.0% |
| 30D | -8.2% | -1.3% | -6.9% | -7.2% |
| 3M | -1.3% | +5.4% | -6.7% | -6.3% |
| 6M | +2.6% | +14.4% | -11.8% | -9.9% |
| YTD | +19.4% | +8.0% | +11.4% | +10.4% |
| 1Y | -2.2% | +12.7% | -15.0% | -13.7% |
| 3Y | +106.0% | +85.6% | +20.4% | +10.2% |
| 5Y | +97.7% | +85.5% | +12.1% | +5.4% |
| All | +549.4% | +459.0% | +90.4% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling