+549.4%
LYV vs SFM
+271.4%
+278.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -1.9% | -10.6% | +8.7% | -0.7% |
| 30D | -8.2% | -15.5% | +7.3% | -6.6% |
| 3M | -1.3% | -17.4% | +16.2% | +0.6% |
| 6M | +2.6% | -3.4% | +6.0% | +2.3% |
| YTD | +19.4% | -8.7% | +28.1% | +19.6% |
| 1Y | -2.2% | -47.2% | +44.9% | +3.7% |
| 3Y | +106.0% | +82.7% | +23.3% | +93.8% |
| 5Y | +97.7% | +214.3% | -116.6% | +75.8% |
| All | +549.4% | +271.4% | +278.0% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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