+1,467.6%
LYV vs SPY
+774.4%
+693.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.9% |
| 7D | -4.2% | -2.0% | -2.2% | -1.6% |
| 30D | -7.2% | -1.7% | -5.6% | -5.1% |
| 3M | +1.5% | +4.7% | -3.2% | -4.9% |
| 6M | +2.7% | +12.5% | -9.8% | -12.7% |
| YTD | +19.4% | +11.7% | +7.6% | +2.2% |
| 1Y | -0.5% | +17.5% | -18.0% | -20.8% |
| 3Y | +110.1% | +76.6% | +33.6% | -5.0% |
| 5Y | +97.6% | +82.0% | +15.6% | -14.0% |
| 10Y | +560.2% | +317.1% | +243.1% | -9.6% |
| All | +1,467.6% | +774.4% | +693.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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