+327.2%
SMH vs LYV
+93.4%
+233.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +0.3% | -1.9% | +2.2% | +1.1% |
| 30D | -2.8% | -8.2% | +5.4% | +0.7% |
| 3M | -6.7% | -1.3% | -5.4% | -6.9% |
| 6M | +41.8% | +2.6% | +39.2% | +38.6% |
| YTD | +57.9% | +19.4% | +38.5% | +43.5% |
| 1Y | +87.6% | -2.2% | +89.9% | +85.5% |
| 3Y | +282.9% | +106.0% | +176.9% | +162.4% |
| All | +327.2% | +93.4% | +233.9% | +212.5% |
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