+724.4%
SW vs LYV
+1,213.3%
-488.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +7.0% | +3.7% | +3.3% | +6.7% |
| 3M | -7.6% | -2.2% | -5.4% | -7.4% |
| 6M | +8.5% | +8.2% | +0.4% | +7.8% |
| YTD | +17.7% | +24.0% | -6.3% | +15.4% |
| 1Y | +27.1% | +25.7% | +1.3% | +24.4% |
| 3Y | +48.2% | +105.1% | -56.9% | +39.6% |
| 5Y | -2.3% | +51.5% | -53.8% | -6.9% |
| 10Y | +183.3% | +531.8% | -348.4% | +144.9% |
| All | +724.4% | +1,213.3% | -488.9% | +564.3% |
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 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