+28.7%
SW vs LYV
+111.8%
-83.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.7% | -2.6% |
| 7D | -2.6% | -3.8% | +1.2% | -0.9% |
| 30D | -7.5% | -5.7% | -1.8% | -5.1% |
| 3M | +10.3% | +6.9% | +3.4% | +6.9% |
| 6M | +5.4% | +9.2% | -3.7% | +0.8% |
| YTD | +17.9% | +19.6% | -1.8% | +8.1% |
| 1Y | -2.4% | +0.6% | -3.0% | -4.1% |
| 3Y | +28.7% | +110.6% | -81.9% | -11.4% |
| All | +28.7% | +111.8% | -83.1% | -11.4% |
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