+151.3%
LYV vs SITM
+4,789.7%
-4,638.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.8% |
| 7D | -1.9% | +3.9% | -5.8% | -2.6% |
| 30D | -8.2% | -6.6% | -1.6% | -7.6% |
| 3M | -1.3% | -11.9% | +10.6% | -1.3% |
| 6M | +2.6% | +81.1% | -78.5% | -11.4% |
| YTD | +19.4% | +80.0% | -60.6% | +2.0% |
| 1Y | -2.2% | +145.8% | -148.1% | -22.5% |
| 3Y | +106.0% | +475.9% | -369.8% | +26.7% |
| 5Y | +97.7% | +189.2% | -91.5% | +26.3% |
| All | +151.3% | +4,789.7% | -4,638.4% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling