+953.3%
ASX vs LYV
+564.6%
+388.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.2% | -1.9% | +7.2% | +5.8% |
| 30D | +0.5% | -8.2% | +8.7% | +3.1% |
| 3M | +8.3% | -1.3% | +9.6% | +8.2% |
| 6M | +82.0% | +2.6% | +79.4% | +79.3% |
| YTD | +147.6% | +19.4% | +128.2% | +132.1% |
| 1Y | +258.8% | -2.2% | +261.1% | +256.0% |
| 3Y | +452.1% | +106.0% | +346.0% | +329.5% |
| 5Y | +441.7% | +97.7% | +344.1% | +316.6% |
| All | +953.3% | +564.6% | +388.6% | +483.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling