+50.8%
SWKS vs LYV
+521.1%
-470.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +9.4% | +1.8% | +7.6% | +8.7% |
| 30D | +17.0% | +5.7% | +11.3% | +14.6% |
| 3M | +28.9% | -4.1% | +33.0% | +30.5% |
| 6M | +33.1% | +5.9% | +27.2% | +29.3% |
| YTD | +44.8% | +25.2% | +19.6% | +30.6% |
| 1Y | +36.2% | +30.4% | +5.8% | +20.7% |
| 3Y | +11.5% | +103.6% | -92.1% | -17.9% |
| 5Y | -37.1% | +58.9% | -95.9% | -50.4% |
| All | +50.8% | +521.1% | -470.3% | -32.6% |
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