+90.9%
LYV vs SIMO
+315.3%
-224.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.5% |
| 7D | -1.9% | +11.0% | -13.0% | -2.8% |
| 30D | -8.2% | +17.9% | -26.1% | -9.6% |
| 3M | -1.3% | +3.9% | -5.2% | -2.7% |
| 6M | +2.6% | +131.0% | -128.4% | -10.2% |
| YTD | +19.4% | +209.3% | -189.9% | -1.3% |
| 1Y | -2.2% | +223.8% | -226.0% | -20.5% |
| 3Y | +106.0% | +479.2% | -373.2% | +47.7% |
| All | +90.9% | +315.3% | -224.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling