+549.4%
LYV vs STLA
+55.1%
+494.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.7% |
| 7D | -1.9% | -2.9% | +0.9% | -1.0% |
| 30D | -8.2% | +0.9% | -9.1% | -8.8% |
| 3M | -1.3% | -21.6% | +20.4% | +6.7% |
| 6M | +2.6% | -21.6% | +24.2% | +9.7% |
| YTD | +19.4% | -50.4% | +69.8% | +47.4% |
| 1Y | -2.2% | -43.6% | +41.3% | +12.8% |
| 3Y | +106.0% | -66.4% | +172.4% | +175.5% |
| 5Y | +97.7% | -62.3% | +160.0% | +141.2% |
| All | +549.4% | +55.1% | +494.3% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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