+106.0%
LYV vs STLD
+136.9%
-31.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -4.2% | -3.6% | -0.5% | -3.3% |
| 30D | -7.2% | -10.1% | +2.9% | -4.9% |
| 3M | +1.5% | -11.4% | +13.0% | +4.2% |
| 6M | +2.7% | +30.8% | -28.1% | -5.9% |
| YTD | +19.4% | +40.7% | -21.3% | +6.6% |
| 1Y | -0.5% | +80.8% | -81.2% | -18.1% |
| All | +106.0% | +136.9% | -31.0% | +51.8% |
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