-55.9%
C vs LYV
+1,445.4%
-1,501.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | +2.6% | -5.3% | +7.9% | +5.2% |
| 30D | +1.9% | -7.9% | +9.8% | +5.8% |
| 3M | +2.8% | +4.5% | -1.7% | +0.1% |
| 6M | +30.6% | +2.5% | +28.0% | +27.4% |
| YTD | +19.9% | +19.3% | +0.6% | +8.0% |
| 1Y | +44.6% | -0.2% | +44.7% | +40.7% |
| 3Y | +272.1% | +110.0% | +162.1% | +149.8% |
| 5Y | +132.0% | +96.8% | +35.2% | +47.4% |
| 10Y | +294.7% | +559.9% | -265.2% | +23.8% |
| All | -55.9% | +1,445.4% | -1,501.3% | -92.1% |
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