+1,526.4%
CDNS vs LYV
+1,446.2%
+80.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -6.5% | -4.2% | -2.4% | -5.3% |
| 30D | -13.0% | -7.2% | -5.8% | -11.0% |
| 3M | -26.0% | +1.5% | -27.6% | -26.6% |
| 6M | -2.8% | +2.7% | -5.6% | -4.2% |
| YTD | -8.8% | +19.4% | -28.2% | -14.3% |
| 1Y | -15.8% | -0.5% | -15.3% | -16.8% |
| 3Y | +19.7% | +110.1% | -90.4% | -6.2% |
| 5Y | +70.8% | +97.6% | -26.8% | +32.9% |
| 10Y | +1,038.0% | +560.2% | +477.7% | +458.1% |
| All | +1,526.4% | +1,446.2% | +80.2% | +452.1% |
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