-2.3%
SW vs LYV
+57.8%
-60.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -2.9% | +1.8% | -4.8% | -3.5% |
| 30D | +5.0% | +5.7% | -0.7% | +3.1% |
| 3M | -13.7% | -4.1% | -9.6% | -12.5% |
| 6M | +8.0% | +5.9% | +2.1% | +5.9% |
| YTD | +14.0% | +25.2% | -11.3% | +5.6% |
| 1Y | +25.6% | +30.4% | -4.8% | +14.8% |
| 3Y | +40.1% | +103.6% | -63.5% | +12.8% |
| All | -2.3% | +57.8% | -60.1% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling