+7,285.0%
STRL vs LYV
+564.6%
+6,720.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +5.0% | -1.9% | +7.0% | +5.8% |
| 30D | -6.9% | -8.2% | +1.3% | -4.0% |
| 3M | -39.1% | -1.3% | -37.8% | -39.4% |
| 6M | +21.5% | +2.6% | +18.9% | +18.9% |
| YTD | +66.9% | +19.4% | +47.5% | +53.0% |
| 1Y | +61.6% | -2.2% | +63.9% | +59.0% |
| 3Y | +560.0% | +106.0% | +454.0% | +376.1% |
| 5Y | +2,238.9% | +97.7% | +2,141.2% | +1,520.6% |
| All | +7,285.0% | +564.6% | +6,720.3% | +2,862.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling