-71.4%
SOUN vs LYV
+25.0%
-96.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.4% | +4.2% |
| 7D | -2.7% | +6.2% | -8.9% | -4.3% |
| 30D | -26.5% | +7.3% | -33.9% | -27.9% |
| 3M | -33.6% | -0.3% | -33.4% | -33.8% |
| 6M | -54.4% | +16.2% | -70.6% | -56.7% |
| YTD | -56.7% | +28.5% | -85.2% | -60.3% |
| 1Y | -71.4% | +21.5% | -93.0% | -74.1% |
| All | -71.4% | +25.0% | -96.4% | -74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling