+549.4%
LYV vs SIMO
+605.2%
-55.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -1.0% |
| 7D | -1.9% | +11.0% | -13.0% | -3.5% |
| 30D | -8.2% | +17.9% | -26.1% | -10.8% |
| 3M | -1.3% | +3.9% | -5.2% | -4.0% |
| 6M | +2.6% | +131.0% | -128.4% | -16.5% |
| YTD | +19.4% | +209.3% | -189.9% | -9.9% |
| 1Y | -2.2% | +223.8% | -226.0% | -27.7% |
| 3Y | +106.0% | +479.2% | -373.2% | +29.9% |
| 5Y | +97.7% | +316.0% | -218.4% | +28.8% |
| All | +549.4% | +605.2% | -55.7% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling