+77.5%
SLB vs LYV
+1,445.4%
-1,367.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -5.3% | +3.5% | -0.1% |
| 30D | +7.8% | -7.9% | +15.7% | +10.7% |
| 3M | +2.7% | +4.5% | -1.8% | +0.8% |
| 6M | +22.2% | +2.5% | +19.6% | +20.0% |
| YTD | +51.1% | +19.3% | +31.8% | +40.6% |
| 1Y | +63.3% | -0.2% | +63.5% | +60.3% |
| 3Y | +2.4% | +110.0% | -107.6% | -23.1% |
| 5Y | +139.3% | +96.8% | +42.5% | +73.5% |
| 10Y | -2.6% | +559.9% | -562.5% | -53.7% |
| All | +77.5% | +1,445.4% | -1,367.8% | -47.5% |
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