+1,466.7%
LYV vs SIMO
+3,005.1%
-1,538.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -5.3% | +14.5% | -19.9% | -8.4% |
| 30D | -7.9% | +20.4% | -28.4% | -12.3% |
| 3M | +4.5% | +7.1% | -2.6% | -0.7% |
| 6M | +2.5% | +129.2% | -126.7% | -22.1% |
| YTD | +19.3% | +201.9% | -182.6% | -16.5% |
| 1Y | -0.2% | +235.5% | -235.7% | -32.8% |
| 3Y | +110.0% | +463.8% | -353.8% | +20.5% |
| 5Y | +96.8% | +306.7% | -209.9% | +16.4% |
| 10Y | +559.9% | +579.5% | -19.6% | +215.5% |
| All | +1,466.7% | +3,005.1% | -1,538.4% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling