+1,468.2%
LYV vs SMTC
+799.1%
+669.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.6% |
| 7D | -1.9% | +13.1% | -15.0% | -6.1% |
| 30D | -8.2% | +19.5% | -27.6% | -15.0% |
| 3M | -1.3% | +2.2% | -3.5% | -7.2% |
| 6M | +2.6% | +94.9% | -92.3% | -25.9% |
| YTD | +19.4% | +127.0% | -107.5% | -19.4% |
| 1Y | -2.2% | +174.6% | -176.8% | -40.0% |
| 3Y | +106.0% | +615.9% | -509.9% | -35.5% |
| 5Y | +97.7% | +125.6% | -27.9% | -1.4% |
| 10Y | +560.5% | +540.5% | +20.0% | +62.4% |
| All | +1,468.2% | +799.1% | +669.1% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling