+1,463.2%
LYV vs STLA
+245.5%
+1,217.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -4.2% | -3.8% | -0.3% | -3.2% |
| 30D | -7.2% | -3.1% | -4.1% | -6.6% |
| 3M | +1.5% | -19.6% | +21.2% | +7.0% |
| 6M | +2.7% | -23.5% | +26.2% | +8.9% |
| YTD | +19.4% | -51.5% | +70.9% | +40.8% |
| 1Y | -0.5% | -39.7% | +39.2% | +9.0% |
| 3Y | +110.1% | -66.3% | +176.5% | +161.0% |
| 5Y | +97.6% | -63.1% | +160.7% | +134.1% |
| 10Y | +560.2% | +48.5% | +511.8% | +467.4% |
| All | +1,463.2% | +245.5% | +1,217.8% | +1,056.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling