+103.6%
LYV vs STLD
+119.8%
-16.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | +1.8% | +2.9% | -1.1% | +1.1% |
| 30D | +5.7% | -5.6% | +11.2% | +6.9% |
| 3M | -4.1% | -11.7% | +7.6% | -1.7% |
| 6M | +5.9% | -2.8% | +8.7% | +5.2% |
| YTD | +25.2% | +36.4% | -11.2% | +12.4% |
| 1Y | +30.4% | +50.0% | -19.6% | +13.8% |
| 3Y | +103.6% | +122.3% | -18.7% | +59.4% |
| All | +103.6% | +119.8% | -16.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3y: compounded portfolio wealth divided by compounded STLD 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…
3y analysis · Full analysis span regression · 6 months rolling