+1,765.7%
LYV vs SCHG
+1,132.2%
+633.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.8% |
| 7D | -1.9% | -1.0% | -0.9% | -0.9% |
| 30D | -8.2% | -1.3% | -6.9% | -7.0% |
| 3M | -1.3% | +5.4% | -6.7% | -6.9% |
| 6M | +2.6% | +14.4% | -11.8% | -11.3% |
| YTD | +19.4% | +8.0% | +11.4% | +9.3% |
| 1Y | -2.2% | +12.7% | -15.0% | -15.0% |
| 3Y | +106.0% | +85.6% | +20.4% | +2.1% |
| 5Y | +97.7% | +85.5% | +12.1% | -3.0% |
| 10Y | +560.5% | +456.0% | +104.5% | -17.9% |
| All | +1,765.7% | +1,132.2% | +633.5% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling