+1,471.0%
LYV vs SWK
+233.0%
+1,237.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -5.7% | -8.9% | +3.3% | -0.3% |
| 3M | +6.9% | +20.5% | -13.6% | -5.8% |
| 6M | +9.2% | +27.1% | -17.9% | -7.7% |
| YTD | +19.6% | +30.2% | -10.6% | -1.3% |
| 1Y | +0.6% | +24.8% | -24.1% | -16.3% |
| 3Y | +110.6% | +16.3% | +94.3% | +65.4% |
| 5Y | +96.6% | -40.1% | +136.7% | +125.0% |
| 10Y | +546.4% | +0.8% | +545.6% | +335.4% |
| All | +1,471.0% | +233.0% | +1,237.9% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SWK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling