+549.4%
LYV vs SMTC
+548.2%
+1.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.1% |
| 7D | -1.9% | +13.1% | -15.0% | -4.8% |
| 30D | -8.2% | +19.5% | -27.6% | -12.9% |
| 3M | -1.3% | +2.2% | -3.5% | -5.0% |
| 6M | +2.6% | +94.9% | -92.3% | -18.1% |
| YTD | +19.4% | +127.0% | -107.5% | -9.2% |
| 1Y | -2.2% | +174.6% | -176.8% | -30.5% |
| 3Y | +106.0% | +615.9% | -509.9% | -11.1% |
| 5Y | +97.7% | +125.6% | -27.9% | +28.0% |
| All | +549.4% | +548.2% | +1.2% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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