-14.1%
SWKS vs LYV
+109.2%
-123.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +6.8% | -5.3% | +12.1% | +8.7% |
| 30D | +11.3% | -7.9% | +19.2% | +14.2% |
| 3M | +4.1% | +4.5% | -0.5% | +1.8% |
| 6M | +39.7% | +2.5% | +37.1% | +36.5% |
| YTD | +23.2% | +19.3% | +3.9% | +12.4% |
| 1Y | +5.3% | -0.2% | +5.5% | +4.1% |
| All | -14.1% | +109.2% | -123.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling