+103.7%
LYV vs SWK
+54.4%
+49.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -0.3% | +11.3% | -11.6% | -3.1% |
| 30D | +4.6% | +31.5% | -26.8% | -2.5% |
| 3M | -3.5% | +14.4% | -17.9% | -7.0% |
| 6M | +9.2% | +46.4% | -37.3% | -1.6% |
| YTD | +25.1% | +61.6% | -36.5% | +9.6% |
| 1Y | +24.3% | +78.7% | -54.4% | +6.2% |
| 3Y | +103.7% | +54.4% | +49.3% | +68.2% |
| All | +103.7% | +54.4% | +49.3% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling