+1,113.9%
SPGI vs LYV
+1,445.4%
-331.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.1% | -5.3% | +2.3% | -1.6% |
| 30D | +2.0% | -7.9% | +10.0% | +4.4% |
| 3M | +4.3% | +4.5% | -0.2% | +2.8% |
| 6M | -0.2% | +2.5% | -2.8% | -1.5% |
| YTD | -14.8% | +19.3% | -34.1% | -19.6% |
| 1Y | -18.5% | -0.2% | -18.4% | -19.5% |
| 3Y | +16.0% | +110.0% | -94.1% | -8.7% |
| 5Y | +2.2% | +96.8% | -94.6% | -20.9% |
| 10Y | +296.4% | +559.9% | -263.5% | +98.1% |
| All | +1,113.9% | +1,445.4% | -331.4% | +337.2% |
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