+99.5%
SHOP vs LYV
+109.4%
-9.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | -1.9% | -9.3% | -10.0% |
| 30D | -14.4% | -8.2% | -6.2% | -9.4% |
| 3M | +16.6% | -1.3% | +17.8% | +17.6% |
| 6M | -0.6% | +2.6% | -3.2% | -3.3% |
| YTD | -20.0% | +19.4% | -39.4% | -30.5% |
| 1Y | -11.2% | -2.2% | -9.0% | -10.6% |
| 3Y | +99.5% | +106.0% | -6.6% | +5.9% |
| All | +99.5% | +109.4% | -9.9% | +5.9% |
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