+177.8%
SE vs LYV
+109.4%
+68.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -5.2% | -1.9% | -3.3% | -4.4% |
| 30D | -17.1% | -8.2% | -8.9% | -14.0% |
| 3M | +24.0% | -1.3% | +25.2% | +24.3% |
| 6M | +21.0% | +2.6% | +18.4% | +18.8% |
| YTD | -16.7% | +19.4% | -36.1% | -23.7% |
| 1Y | -45.9% | -2.2% | -43.7% | -45.5% |
| 3Y | +177.8% | +106.0% | +71.8% | +95.8% |
| All | +177.8% | +109.4% | +68.4% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling