+90.9%
LYV vs STT
+156.7%
-65.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -8.2% | +1.7% | -9.9% | -9.0% |
| 3M | -1.3% | +17.9% | -19.2% | -9.1% |
| 6M | +2.6% | +55.3% | -52.7% | -17.3% |
| YTD | +19.4% | +52.7% | -33.3% | -3.6% |
| 1Y | -2.2% | +75.7% | -77.9% | -26.6% |
| 3Y | +106.0% | +197.9% | -91.9% | +18.4% |
| All | +90.9% | +156.7% | -65.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling