+667.7%
ALL vs LYV
+1,445.4%
-777.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.2% | -5.3% | +3.1% | -0.9% |
| 30D | -5.6% | -7.9% | +2.4% | -3.7% |
| 3M | +17.2% | +4.5% | +12.7% | +15.8% |
| 6M | +23.2% | +2.5% | +20.7% | +21.8% |
| YTD | +23.6% | +19.3% | +4.3% | +17.2% |
| 1Y | +29.2% | -0.2% | +29.3% | +27.4% |
| 3Y | +153.8% | +110.0% | +43.8% | +103.7% |
| 5Y | +116.1% | +96.8% | +19.3% | +68.5% |
| 10Y | +364.8% | +559.9% | -195.1% | +141.6% |
| All | +667.7% | +1,445.4% | -777.7% | +177.7% |
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