+5.0%
SYK vs LYV
+93.3%
-88.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -4.2% | -8.2% | -11.3% |
| 30D | -22.4% | -7.2% | -15.2% | -20.9% |
| 3M | -12.3% | +1.5% | -13.9% | -12.5% |
| 6M | -24.3% | +2.7% | -27.1% | -24.9% |
| YTD | -22.8% | +19.4% | -42.1% | -26.5% |
| 1Y | -28.8% | -0.5% | -28.3% | -29.1% |
| 3Y | -4.0% | +110.1% | -114.1% | -23.3% |
| All | +5.0% | +93.3% | -88.3% | -14.4% |
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