+2,795.3%
SHW vs LYV
+1,446.8%
+1,348.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.1% | -1.9% | -1.2% | -2.7% |
| 30D | -10.0% | -8.2% | -1.8% | -8.3% |
| 3M | +2.3% | -1.3% | +3.5% | +2.5% |
| 6M | +0.7% | +2.6% | -1.9% | -0.1% |
| YTD | +0.5% | +19.4% | -18.9% | -3.8% |
| 1Y | -11.5% | -2.2% | -9.2% | -11.7% |
| 3Y | +21.3% | +106.0% | -84.7% | +1.6% |
| 5Y | +12.5% | +97.7% | -85.1% | -7.4% |
| 10Y | +287.3% | +560.5% | -273.2% | +129.1% |
| All | +2,795.3% | +1,446.8% | +1,348.5% | +1,267.3% |
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