+150.2%
ALL vs LYV
+109.4%
+40.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.3% | -1.9% | -0.3% | -2.1% |
| 30D | -0.4% | -8.2% | +7.8% | +0.4% |
| 3M | +16.0% | -1.3% | +17.3% | +16.2% |
| 6M | +24.6% | +2.6% | +22.0% | +24.2% |
| YTD | +23.7% | +19.4% | +4.3% | +21.2% |
| 1Y | +27.7% | -2.2% | +30.0% | +28.4% |
| 3Y | +150.2% | +106.0% | +44.2% | +130.8% |
| All | +150.2% | +109.4% | +40.8% | +130.8% |
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