+68.5%
STRL vs LYV
+6.6%
+61.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +8.0% | +5.7% |
| 7D | +3.4% | -4.5% | +7.9% | +3.3% |
| 30D | -9.2% | -5.5% | -3.8% | -9.3% |
| 3M | -51.0% | +7.8% | -58.8% | -51.8% |
| 6M | +15.8% | +9.4% | +6.4% | +13.4% |
| YTD | +58.9% | +21.8% | +37.1% | +60.0% |
| 1Y | +68.5% | +6.5% | +62.1% | +63.9% |
| All | +68.5% | +6.6% | +61.9% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling