+106.0%
LYV vs SFM
+82.1%
+24.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -1.9% | -10.6% | +8.7% | -0.4% |
| 30D | -8.2% | -15.5% | +7.3% | -6.1% |
| 3M | -1.3% | -17.4% | +16.2% | +1.2% |
| 6M | +2.6% | -3.4% | +6.0% | +2.0% |
| YTD | +19.4% | -8.7% | +28.1% | +19.5% |
| 1Y | -2.2% | -47.2% | +44.9% | +7.9% |
| 3Y | +106.0% | +82.7% | +23.3% | +99.5% |
| All | +106.0% | +82.1% | +24.0% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling