+17.7%
STM vs LYV
+109.3%
-91.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -1.1% | -4.2% | +3.1% | +0.9% |
| 30D | -7.8% | -7.2% | -0.6% | -4.7% |
| 3M | -28.2% | +1.5% | -29.7% | -29.3% |
| 6M | +52.0% | +2.7% | +49.2% | +47.8% |
| YTD | +96.4% | +19.4% | +77.0% | +76.1% |
| 1Y | +98.8% | -0.5% | +99.3% | +95.3% |
| All | +17.7% | +109.3% | -91.6% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling