+1.5%
SMR vs LYV
+39.4%
-37.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | +4.7% | -4.2% | +8.9% | +6.8% |
| 30D | +3.2% | -7.2% | +10.5% | +7.0% |
| 3M | +9.9% | +1.5% | +8.4% | +8.3% |
| 6M | -15.1% | +2.7% | -17.9% | -17.1% |
| YTD | -27.9% | +19.4% | -47.3% | -35.0% |
| 1Y | -70.2% | -0.5% | -69.8% | -70.8% |
| 3Y | +72.5% | +110.1% | -37.7% | +26.1% |
| All | +1.5% | +39.4% | -37.9% | -27.8% |
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 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