+12.0%
SHW vs LYV
+93.4%
-81.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | -10.0% | -8.2% | -1.8% | -7.9% |
| 3M | +2.3% | -1.3% | +3.5% | +2.6% |
| 6M | +0.7% | +2.6% | -1.9% | -0.3% |
| YTD | +0.5% | +19.4% | -18.9% | -4.6% |
| 1Y | -11.5% | -2.2% | -9.2% | -11.6% |
| 3Y | +21.3% | +106.0% | -84.7% | -2.1% |
| All | +12.0% | +93.4% | -81.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling