+55.0%
LYV vs SWK
-25.5%
+80.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -0.3% | +11.3% | -11.6% | -3.6% |
| 30D | +4.6% | +31.5% | -26.8% | -3.7% |
| 3M | -3.5% | +14.4% | -17.9% | -7.6% |
| 6M | +9.2% | +46.4% | -37.3% | -3.3% |
| YTD | +25.1% | +61.6% | -36.5% | +7.0% |
| 1Y | +24.3% | +78.7% | -54.4% | +3.1% |
| 3Y | +103.7% | +54.4% | +49.3% | +68.1% |
| 5Y | +55.0% | -25.3% | +80.3% | +60.1% |
| All | +55.0% | -25.5% | +80.5% | +60.1% |
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