+21.5%
LYV vs SM
+70.4%
-48.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +1.8% |
| 7D | +6.2% | -21.5% | +27.7% | +5.4% |
| 30D | +7.3% | -11.4% | +18.7% | +6.9% |
| 3M | -0.3% | +0.6% | -0.9% | -0.5% |
| 6M | +16.2% | +0.2% | +16.0% | +15.7% |
| YTD | +28.5% | +69.7% | -41.1% | +15.0% |
| 1Y | +21.5% | +71.6% | -50.1% | +6.7% |
| All | +21.5% | +70.4% | -48.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling