+339.6%
SLV vs LYV
+794.7%
-455.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +2.8% | -5.3% | +8.1% | +3.2% |
| 30D | +2.2% | -7.9% | +10.1% | +2.8% |
| 3M | +2.9% | +4.5% | -1.6% | +2.5% |
| 6M | -22.4% | +2.5% | -24.9% | -22.6% |
| YTD | -5.7% | +19.3% | -25.0% | -6.9% |
| 1Y | +63.3% | -0.2% | +63.5% | +63.1% |
| 3Y | +189.0% | +110.0% | +79.0% | +173.9% |
| 5Y | +172.7% | +96.8% | +75.9% | +156.8% |
| 10Y | +235.3% | +559.9% | -324.6% | +187.0% |
| All | +339.6% | +794.7% | -455.1% | +248.5% |
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