+265.2%
SU vs LYV
+564.6%
-299.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | -1.9% | +4.2% | +2.9% |
| 30D | +8.4% | -8.2% | +16.6% | +11.4% |
| 3M | +12.1% | -1.3% | +13.4% | +12.0% |
| 6M | +19.7% | +2.6% | +17.1% | +17.0% |
| YTD | +58.4% | +19.4% | +39.0% | +46.3% |
| 1Y | +67.2% | -2.2% | +69.5% | +64.7% |
| 3Y | +125.0% | +106.0% | +19.0% | +63.6% |
| 5Y | +355.1% | +97.7% | +257.4% | +209.1% |
| All | +265.2% | +564.6% | -299.5% | +66.3% |
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