+517.6%
SPMO vs LYV
+564.6%
-47.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | -1.9% | +1.0% | -0.5% |
| 30D | -1.9% | -8.2% | +6.3% | 0.0% |
| 3M | -1.4% | -1.3% | -0.1% | -1.3% |
| 6M | +25.5% | +2.6% | +22.9% | +24.1% |
| YTD | +24.8% | +19.4% | +5.4% | +18.8% |
| 1Y | +24.5% | -2.2% | +26.7% | +23.8% |
| 3Y | +157.1% | +106.0% | +51.1% | +113.5% |
| 5Y | +149.5% | +97.7% | +51.8% | +103.5% |
| All | +517.6% | +564.6% | -47.1% | +299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling