+9,024.2%
STX vs LYV
+1,445.4%
+7,578.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +9.6% | -5.3% | +14.9% | +11.2% |
| 30D | +10.6% | -7.9% | +18.5% | +13.1% |
| 3M | +4.8% | +4.5% | +0.3% | +2.7% |
| 6M | +137.3% | +2.5% | +134.7% | +133.5% |
| YTD | +222.5% | +19.3% | +203.2% | +202.9% |
| 1Y | +366.2% | -0.2% | +366.4% | +357.4% |
| 3Y | +1,352.9% | +110.0% | +1,242.9% | +1,032.4% |
| 5Y | +1,077.4% | +96.8% | +980.7% | +804.8% |
| 10Y | +3,621.5% | +559.9% | +3,061.6% | +1,733.7% |
| All | +9,024.2% | +1,445.4% | +7,578.8% | +3,426.8% |
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