+60.5%
SWKS vs LYV
+564.6%
-504.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +19.4% | -1.9% | +21.3% | +20.2% |
| 30D | +26.8% | -8.2% | +35.0% | +30.6% |
| 3M | +21.5% | -1.3% | +22.7% | +21.4% |
| 6M | +61.0% | +2.6% | +58.4% | +57.4% |
| YTD | +42.2% | +19.4% | +22.8% | +30.7% |
| 1Y | +22.1% | -2.2% | +24.4% | +20.1% |
| 3Y | -0.9% | +106.0% | -106.9% | -27.2% |
| 5Y | -42.6% | +97.7% | -140.3% | -58.5% |
| All | +60.5% | +564.6% | -504.1% | -29.1% |
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