+532.0%
SO vs LYV
+1,445.4%
-913.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | -5.3% | +5.4% | +0.5% |
| 30D | -2.5% | -7.9% | +5.4% | -1.8% |
| 3M | -4.2% | +4.5% | -8.7% | -4.6% |
| 6M | -7.7% | +2.5% | -10.2% | -8.0% |
| YTD | +3.8% | +19.3% | -15.5% | +1.9% |
| 1Y | +0.1% | -0.2% | +0.2% | -0.3% |
| 3Y | +44.2% | +110.0% | -65.8% | +33.4% |
| 5Y | +57.9% | +96.8% | -38.9% | +44.5% |
| 10Y | +162.0% | +559.9% | -397.9% | +109.9% |
| All | +532.0% | +1,445.4% | -913.3% | +368.4% |
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