+252.8%
SPOT vs LYV
+342.8%
-89.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | -1.9% | -1.1% | -2.4% |
| 30D | +7.4% | -8.2% | +15.6% | +10.5% |
| 3M | +8.2% | -1.3% | +9.4% | +8.6% |
| 6M | +2.2% | +2.6% | -0.4% | +0.9% |
| YTD | -9.5% | +19.4% | -28.9% | -15.3% |
| 1Y | -23.8% | -2.2% | -21.6% | -24.2% |
| 3Y | +233.5% | +106.0% | +127.4% | +156.8% |
| 5Y | +112.2% | +97.7% | +14.5% | +66.5% |
| All | +252.8% | +342.8% | -89.9% | +150.1% |
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 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