+21.5%
LYV vs SIMO
+94.5%
-73.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +2.1% |
| 7D | +6.2% | -16.9% | +23.1% | +5.6% |
| 30D | +7.3% | -35.4% | +42.7% | +5.8% |
| 3M | -0.3% | -31.9% | +31.6% | -1.2% |
| 6M | +16.2% | -19.3% | +35.6% | +16.2% |
| YTD | +28.5% | +98.5% | -69.9% | +35.8% |
| 1Y | +21.5% | +100.5% | -79.0% | +28.3% |
| All | +21.5% | +94.5% | -73.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling