+617.2%
SRE vs LYV
+1,446.8%
-829.6%
-45.0%
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% | -0.5% |
| 30D | -3.0% | -8.2% | +5.2% | -1.7% |
| 3M | -8.3% | -1.3% | -7.0% | -8.3% |
| 6M | -8.9% | +2.6% | -11.5% | -9.7% |
| YTD | -4.3% | +19.4% | -23.7% | -7.6% |
| 1Y | +2.7% | -2.2% | +5.0% | +2.3% |
| 3Y | +28.7% | +106.0% | -77.4% | +12.4% |
| 5Y | +47.1% | +97.7% | -50.5% | +25.8% |
| 10Y | +121.7% | +560.5% | -438.8% | +49.2% |
| All | +617.2% | +1,446.8% | -829.6% | +295.5% |
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