+10.7%
CARR vs LYV
+93.4%
-82.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | -1.9% | -1.8% | -3.1% |
| 30D | -8.9% | -8.2% | -0.7% | -6.3% |
| 3M | -17.3% | -1.3% | -16.0% | -17.3% |
| 6M | -1.4% | +2.6% | -4.0% | -2.7% |
| YTD | +10.0% | +19.4% | -9.4% | +3.0% |
| 1Y | -6.4% | -2.2% | -4.1% | -6.7% |
| 3Y | +1.5% | +106.0% | -104.5% | -21.7% |
| All | +10.7% | +93.4% | -82.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling