+549.4%
LYV vs SM
+23.0%
+526.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.9% | +4.6% | -6.5% | -2.7% |
| 30D | -8.2% | +18.2% | -26.4% | -10.8% |
| 3M | -1.3% | +22.5% | -23.8% | -5.1% |
| 6M | +2.6% | +50.6% | -48.0% | -5.8% |
| YTD | +19.4% | +108.1% | -88.7% | +3.3% |
| 1Y | -2.2% | +46.0% | -48.2% | -10.6% |
| 3Y | +106.0% | +2.9% | +103.2% | +93.7% |
| 5Y | +97.7% | +112.6% | -14.9% | +56.8% |
| All | +549.4% | +23.0% | +526.4% | +233.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling