+164.3%
SLV vs LYV
+93.4%
+70.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -1.6% | -8.2% | +6.6% | -0.3% |
| 3M | -4.4% | -1.3% | -3.2% | -4.3% |
| 6M | -25.4% | +2.6% | -28.0% | -25.8% |
| YTD | -9.8% | +19.4% | -29.2% | -11.8% |
| 1Y | +53.8% | -2.2% | +56.0% | +53.1% |
| 3Y | +174.7% | +106.0% | +68.6% | +154.4% |
| All | +164.3% | +93.4% | +70.9% | +136.5% |
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 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