+1,700.4%
SWKS vs LYV
+1,449.5%
+250.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +11.8% | -3.8% | +15.6% | +13.2% |
| 30D | +6.7% | -5.7% | +12.4% | +8.7% |
| 3M | 0.0% | +6.9% | -6.8% | -2.6% |
| 6M | +38.7% | +9.2% | +29.6% | +33.0% |
| YTD | +21.4% | +19.6% | +1.7% | +12.5% |
| 1Y | +2.9% | +0.6% | +2.3% | +0.3% |
| 3Y | -16.4% | +110.6% | -127.0% | -36.8% |
| 5Y | -51.2% | +96.6% | -147.8% | -63.3% |
| 10Y | +31.0% | +546.4% | -515.4% | -38.1% |
| All | +1,700.4% | +1,449.5% | +250.9% | +550.0% |
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