+1,073.4%
LYV vs SSNC
+1,034.4%
+39.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -1.9% | -4.0% | +2.1% | +0.2% |
| 30D | -8.2% | +0.5% | -8.7% | -8.5% |
| 3M | -1.3% | +18.9% | -20.2% | -10.7% |
| 6M | +2.6% | +10.8% | -8.2% | -4.2% |
| YTD | +19.4% | -7.1% | +26.5% | +21.6% |
| 1Y | -2.2% | -9.6% | +7.4% | +0.8% |
| 3Y | +106.0% | +51.1% | +55.0% | +58.7% |
| 5Y | +97.7% | +19.7% | +78.0% | +72.6% |
| 10Y | +560.5% | +172.3% | +388.2% | +278.1% |
| All | +1,073.4% | +1,034.4% | +39.0% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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