+45.4%
SMR vs LYV
+109.4%
-64.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -11.2% | -1.9% | -9.3% | -10.1% |
| 30D | -10.2% | -8.2% | -2.0% | -4.2% |
| 3M | -10.0% | -1.3% | -8.8% | -10.4% |
| 6M | -30.5% | +2.6% | -33.1% | -33.3% |
| YTD | -39.2% | +19.4% | -58.6% | -49.5% |
| 1Y | -75.5% | -2.2% | -73.3% | -75.7% |
| 3Y | +45.4% | +106.0% | -60.6% | -37.5% |
| All | +45.4% | +109.4% | -64.0% | -37.5% |
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