+553.4%
SE vs LYV
+293.0%
+260.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | +24.0% | -1.3% | +25.2% | +24.4% |
| 6M | +21.0% | +2.6% | +18.4% | +19.0% |
| YTD | -16.7% | +19.4% | -36.1% | -23.7% |
| 1Y | -45.9% | -2.2% | -43.7% | -46.4% |
| 3Y | +177.8% | +106.0% | +71.8% | +96.2% |
| 5Y | -67.4% | +97.7% | -165.0% | -75.9% |
| All | +553.4% | +293.0% | +260.3% | +283.2% |
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