-22.4%
SLV vs LYV
+4.8%
-27.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.4% |
| 7D | +2.8% | -5.3% | +8.1% | +5.6% |
| 30D | +2.2% | -7.9% | +10.1% | +6.3% |
| 3M | +2.9% | +4.5% | -1.6% | -0.8% |
| 6M | -22.4% | +2.5% | -24.9% | -24.8% |
| All | -22.4% | +4.8% | -27.3% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling