+7,347.1%
SHOP vs LYV
+523.9%
+6,823.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -13.2% | -4.2% | -9.0% | -11.3% |
| 30D | -17.0% | -7.2% | -9.8% | -13.8% |
| 3M | +17.0% | +1.5% | +15.5% | +16.2% |
| 6M | -2.1% | +2.7% | -4.9% | -4.1% |
| YTD | -21.4% | +19.4% | -40.7% | -28.8% |
| 1Y | -11.0% | -0.5% | -10.5% | -12.5% |
| 3Y | +100.9% | +110.1% | -9.2% | +37.2% |
| 5Y | -14.7% | +97.6% | -112.3% | -38.1% |
| 10Y | +2,984.8% | +560.2% | +2,424.5% | +940.5% |
| All | +7,347.1% | +523.9% | +6,823.1% | +2,722.6% |
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