+798.4%
SPYM vs LYV
+1,446.8%
-648.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | -1.1% | -8.2% | +7.1% | +0.6% |
| 3M | +3.9% | -1.3% | +5.1% | +4.0% |
| 6M | +13.6% | +2.6% | +11.0% | +12.6% |
| YTD | +12.7% | +19.4% | -6.7% | +8.0% |
| 1Y | +17.6% | -2.2% | +19.8% | +17.0% |
| 3Y | +77.2% | +106.0% | -28.8% | +49.7% |
| 5Y | +84.1% | +97.7% | -13.5% | +53.4% |
| 10Y | +323.8% | +560.5% | -236.7% | +165.5% |
| All | +798.4% | +1,446.8% | -648.4% | +334.7% |
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