+332.6%
CAT vs LYV
+93.4%
+239.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | -4.3% | -8.2% | +3.9% | -2.2% |
| 3M | -8.6% | -1.3% | -7.4% | -8.7% |
| 6M | +16.1% | +2.6% | +13.5% | +14.5% |
| YTD | +43.8% | +19.4% | +24.4% | +35.7% |
| 1Y | +91.5% | -2.2% | +93.7% | +90.3% |
| 3Y | +202.7% | +106.0% | +96.7% | +143.3% |
| All | +332.6% | +93.4% | +239.3% | +239.3% |
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 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