+775.7%
SPY vs LYV
+1,446.2%
-670.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -1.0% |
| 30D | -1.7% | -7.2% | +5.6% | 0.0% |
| 3M | +4.7% | +1.5% | +3.2% | +4.2% |
| 6M | +12.5% | +2.7% | +9.8% | +11.3% |
| YTD | +11.7% | +19.4% | -7.6% | +6.4% |
| 1Y | +17.5% | -0.5% | +18.0% | +16.3% |
| 3Y | +76.6% | +110.1% | -33.6% | +45.1% |
| 5Y | +82.0% | +97.6% | -15.6% | +47.8% |
| 10Y | +317.1% | +560.2% | -243.1% | +140.5% |
| All | +775.7% | +1,446.2% | -670.5% | +286.7% |
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