+128.8%
B vs LYV
+1,445.4%
-1,316.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.0% | -5.3% | +6.4% | +1.5% |
| 30D | +9.5% | -7.9% | +17.4% | +10.2% |
| 3M | +14.3% | +4.5% | +9.8% | +13.9% |
| 6M | -1.9% | +2.5% | -4.4% | -2.1% |
| YTD | +4.1% | +19.3% | -15.2% | +2.7% |
| 1Y | +56.1% | -0.2% | +56.3% | +55.8% |
| 3Y | +202.0% | +110.0% | +92.0% | +185.2% |
| 5Y | +158.8% | +96.8% | +62.0% | +142.6% |
| 10Y | +211.9% | +559.9% | -348.0% | +158.3% |
| All | +128.8% | +1,445.4% | -1,316.6% | +73.3% |
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