+110.6%
LYV vs SWK
+15.2%
+95.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -5.7% | -8.9% | +3.3% | -3.4% |
| 3M | +6.9% | +20.5% | -13.6% | +1.5% |
| 6M | +9.2% | +27.1% | -17.9% | +2.0% |
| YTD | +19.6% | +30.2% | -10.6% | +10.9% |
| 1Y | +0.6% | +24.8% | -24.1% | -5.9% |
| 3Y | +110.6% | +16.3% | +94.3% | +101.2% |
| All | +110.6% | +15.2% | +95.4% | +101.2% |
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