+1,467.6%
LYV vs SGI
+2,223.3%
-755.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.2% |
| 7D | -4.2% | -4.9% | +0.7% | -2.4% |
| 30D | -7.2% | +1.6% | -8.8% | -7.9% |
| 3M | +1.5% | -3.2% | +4.7% | +2.1% |
| 6M | +2.7% | -16.0% | +18.8% | +7.8% |
| YTD | +19.4% | -25.4% | +44.8% | +30.0% |
| 1Y | -0.5% | -21.6% | +21.1% | +5.8% |
| 3Y | +110.1% | +52.9% | +57.3% | +69.5% |
| 5Y | +97.6% | +47.5% | +50.1% | +54.8% |
| 10Y | +560.2% | +263.5% | +296.7% | +213.6% |
| All | +1,467.6% | +2,223.3% | -755.7% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling