+106.0%
LYV vs STZ
-49.6%
+155.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.9% | -4.5% | +2.5% | -1.2% |
| 30D | -8.2% | -8.6% | +0.4% | -6.9% |
| 3M | -1.3% | -13.8% | +12.5% | +0.9% |
| 6M | +2.6% | -17.2% | +19.8% | +5.4% |
| YTD | +19.4% | -9.4% | +28.8% | +20.1% |
| 1Y | -2.2% | -11.9% | +9.6% | -1.2% |
| 3Y | +106.0% | -49.6% | +155.6% | +128.2% |
| All | +106.0% | -49.6% | +155.6% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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