+90.9%
LYV vs SGI
+47.3%
+43.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.3% |
| 7D | -1.9% | -4.5% | +2.5% | -0.4% |
| 30D | -8.2% | +4.2% | -12.4% | -9.7% |
| 3M | -1.3% | -7.4% | +6.2% | +0.8% |
| 6M | +2.6% | -15.1% | +17.7% | +7.1% |
| YTD | +19.4% | -24.7% | +44.1% | +29.3% |
| 1Y | -2.2% | -21.8% | +19.5% | +3.8% |
| 3Y | +106.0% | +50.0% | +56.0% | +65.6% |
| All | +90.9% | +47.3% | +43.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling