+2,651.8%
STRL vs LYV
+1,449.5%
+1,202.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.9% |
| 7D | +10.1% | -3.8% | +13.9% | +11.6% |
| 30D | -8.2% | -5.7% | -2.5% | -6.5% |
| 3M | -43.7% | +6.9% | -50.5% | -45.6% |
| 6M | +27.1% | +9.2% | +17.9% | +21.9% |
| YTD | +64.0% | +19.6% | +44.4% | +51.4% |
| 1Y | +75.2% | +0.6% | +74.5% | +70.5% |
| 3Y | +539.9% | +110.6% | +429.3% | +372.3% |
| 5Y | +2,133.0% | +96.6% | +2,036.4% | +1,513.1% |
| 10Y | +7,178.3% | +546.4% | +6,631.9% | +3,084.8% |
| All | +2,651.8% | +1,449.5% | +1,202.2% | +698.7% |
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