+918.4%
LYV vs SFM
+106.3%
+812.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -4.2% | -8.8% | +4.6% | -3.3% |
| 30D | -7.2% | -14.5% | +7.2% | -5.8% |
| 3M | +1.5% | -16.8% | +18.4% | +3.3% |
| 6M | +2.7% | -5.3% | +8.1% | +2.7% |
| YTD | +19.4% | -9.4% | +28.7% | +19.7% |
| 1Y | -0.5% | -46.2% | +45.7% | +5.0% |
| 3Y | +110.1% | +81.3% | +28.9% | +97.7% |
| 5Y | +97.6% | +211.9% | -114.3% | +75.6% |
| 10Y | +560.2% | +268.4% | +291.9% | +462.6% |
| All | +918.4% | +106.3% | +812.2% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling