+96.8%
LYV vs SWK
-41.4%
+138.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -5.3% | -4.6% | -0.8% | -4.1% |
| 30D | -7.9% | -9.9% | +2.0% | -5.1% |
| 3M | +4.5% | +15.4% | -10.9% | -0.3% |
| 6M | +2.5% | +25.0% | -22.4% | -4.7% |
| YTD | +19.3% | +27.2% | -7.9% | +9.9% |
| 1Y | -0.2% | +24.6% | -24.8% | -7.9% |
| 3Y | +110.0% | +13.7% | +96.4% | +91.1% |
| 5Y | +96.8% | -41.5% | +138.3% | +117.6% |
| All | +96.8% | -41.4% | +138.2% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling