+781.9%
SBUX vs LYV
+1,446.8%
-665.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | -1.9% | -3.6% | -5.0% |
| 30D | -8.5% | -8.2% | -0.3% | -6.3% |
| 3M | -2.9% | -1.3% | -1.6% | -2.8% |
| 6M | -1.5% | +2.6% | -4.1% | -2.8% |
| YTD | +19.4% | +19.4% | 0.0% | +12.6% |
| 1Y | +22.9% | -2.2% | +25.2% | +22.1% |
| 3Y | +11.3% | +106.0% | -94.7% | -11.8% |
| 5Y | -6.9% | +97.7% | -104.5% | -27.4% |
| 10Y | +125.4% | +560.5% | -435.1% | +16.6% |
| All | +781.9% | +1,446.8% | -665.0% | +248.2% |
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