+535.9%
SAP vs LYV
+1,445.4%
-909.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | -5.3% | +5.1% | +1.0% |
| 30D | +0.3% | -7.9% | +8.2% | +2.1% |
| 3M | +16.9% | +4.5% | +12.4% | +15.6% |
| 6M | +6.3% | +2.5% | +3.8% | +5.3% |
| YTD | -12.4% | +19.3% | -31.7% | -16.3% |
| 1Y | -21.6% | -0.2% | -21.4% | -22.4% |
| 3Y | +54.8% | +110.0% | -55.2% | +28.1% |
| 5Y | +56.2% | +96.8% | -40.6% | +28.0% |
| 10Y | +179.0% | +559.9% | -380.9% | +65.2% |
| All | +535.9% | +1,445.4% | -909.5% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 all: compounded portfolio wealth divided by compounded LYV 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…
all analysis · Full analysis span regression · 6 months rolling