+1,283.9%
STX vs LYV
+109.4%
+1,174.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | -2.3% | -1.9% | -0.3% | -1.8% |
| 30D | -5.5% | -8.2% | +2.7% | -3.6% |
| 3M | -4.3% | -1.3% | -3.0% | -4.8% |
| 6M | +115.6% | +2.6% | +113.0% | +111.6% |
| YTD | +202.2% | +19.4% | +182.8% | +183.9% |
| 1Y | +325.3% | -2.2% | +327.5% | +326.6% |
| 3Y | +1,283.9% | +106.0% | +1,177.9% | +972.4% |
| All | +1,283.9% | +109.4% | +1,174.5% | +972.4% |
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