+174.7%
SLV vs LYV
+109.4%
+65.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.4% |
| 30D | -1.6% | -8.2% | +6.6% | +0.6% |
| 3M | -4.4% | -1.3% | -3.2% | -4.2% |
| 6M | -25.4% | +2.6% | -28.0% | -26.2% |
| YTD | -9.8% | +19.4% | -29.2% | -13.4% |
| 1Y | +53.8% | -2.2% | +56.0% | +52.2% |
| 3Y | +174.7% | +106.0% | +68.6% | +144.5% |
| All | +174.7% | +109.4% | +65.3% | +144.5% |
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 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