+201.4%
B vs LYV
+564.6%
-363.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -1.9% | -0.5% | -2.3% |
| 30D | +6.3% | -8.2% | +14.5% | +6.9% |
| 3M | +12.1% | -1.3% | +13.4% | +12.2% |
| 6M | -3.1% | +2.6% | -5.7% | -3.3% |
| YTD | +2.0% | +19.4% | -17.4% | +0.9% |
| 1Y | +51.7% | -2.2% | +53.9% | +51.5% |
| 3Y | +190.5% | +106.0% | +84.5% | +179.6% |
| 5Y | +158.0% | +97.7% | +60.3% | +146.8% |
| All | +201.4% | +564.6% | -363.2% | +158.0% |
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 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