-2.3%
SW vs LYV
+101.7%
-104.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | -5.1% | -4.5% | -0.6% | -3.7% |
| 30D | -4.6% | -5.5% | +0.9% | -2.9% |
| 3M | +9.4% | +7.8% | +1.6% | +6.8% |
| 6M | +3.5% | +9.4% | -5.9% | +0.4% |
| YTD | +22.0% | +21.8% | +0.3% | +14.6% |
| 1Y | +2.2% | +6.5% | -4.2% | -0.7% |
| 3Y | +19.6% | +106.4% | -86.8% | -2.2% |
| All | -2.3% | +101.7% | -104.1% | -22.9% |
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