+1,468.2%
LYV vs STZ
+465.1%
+1,003.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -1.9% | -4.5% | +2.5% | +0.1% |
| 30D | -8.2% | -8.6% | +0.4% | -4.5% |
| 3M | -1.3% | -13.8% | +12.5% | +5.1% |
| 6M | +2.6% | -17.2% | +19.8% | +10.5% |
| YTD | +19.4% | -9.4% | +28.8% | +22.2% |
| 1Y | -2.2% | -11.9% | +9.6% | +0.7% |
| 3Y | +106.0% | -49.6% | +155.6% | +168.6% |
| 5Y | +97.7% | -37.2% | +134.8% | +127.6% |
| 10Y | +560.5% | -11.3% | +571.9% | +517.5% |
| All | +1,468.2% | +465.1% | +1,003.1% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling