+2,082.1%
STRL vs LYV
+93.4%
+1,988.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +5.0% | -1.9% | +7.0% | +5.7% |
| 30D | -6.9% | -8.2% | +1.3% | -4.4% |
| 3M | -39.1% | -1.3% | -37.8% | -39.4% |
| 6M | +21.5% | +2.6% | +18.9% | +19.0% |
| YTD | +66.9% | +19.4% | +47.5% | +54.5% |
| 1Y | +61.6% | -2.2% | +63.9% | +60.0% |
| 3Y | +560.0% | +106.0% | +454.0% | +395.2% |
| All | +2,082.1% | +93.4% | +1,988.7% | +1,570.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling