-45.4%
SWKS vs LYV
+95.6%
-141.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.8% |
| 7D | +17.5% | -4.2% | +21.7% | +19.3% |
| 30D | +23.0% | -7.2% | +30.2% | +26.3% |
| 3M | +19.5% | +1.5% | +18.0% | +18.2% |
| 6M | +54.3% | +2.7% | +51.6% | +50.4% |
| YTD | +35.3% | +19.4% | +15.9% | +23.4% |
| 1Y | +17.9% | -0.5% | +18.4% | +15.3% |
| 3Y | -6.8% | +110.1% | -116.9% | -34.9% |
| 5Y | -45.4% | +97.6% | -143.0% | -59.4% |
| All | -45.4% | +95.6% | -141.1% | -59.4% |
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