+421.5%
CARR vs LYV
+486.1%
-64.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | -1.9% | -1.8% | -3.2% |
| 30D | -8.9% | -8.2% | -0.7% | -6.4% |
| 3M | -17.3% | -1.3% | -16.0% | -17.3% |
| 6M | -1.4% | +2.6% | -4.0% | -2.6% |
| YTD | +10.0% | +19.4% | -9.4% | +3.2% |
| 1Y | -6.4% | -2.2% | -4.1% | -6.7% |
| 3Y | +1.5% | +106.0% | -104.5% | -21.2% |
| 5Y | +9.3% | +97.7% | -88.4% | -17.5% |
| All | +421.5% | +486.1% | -64.6% | +172.8% |
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