+90.9%
LYV vs SITM
+187.3%
-96.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.8% |
| 7D | -1.9% | +3.9% | -5.8% | -2.5% |
| 30D | -8.2% | -6.6% | -1.6% | -7.6% |
| 3M | -1.3% | -11.9% | +10.6% | -1.2% |
| 6M | +2.6% | +81.1% | -78.5% | -11.4% |
| YTD | +19.4% | +80.0% | -60.6% | +1.9% |
| 1Y | -2.2% | +145.8% | -148.1% | -22.7% |
| 3Y | +106.0% | +475.9% | -369.8% | +23.5% |
| All | +90.9% | +187.3% | -96.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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