+727.4%
CI vs LYV
+1,445.4%
-717.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.1% | -5.3% | +4.2% | +0.2% |
| 30D | +0.5% | -7.9% | +8.4% | +2.5% |
| 3M | -5.2% | +4.5% | -9.7% | -6.4% |
| 6M | +4.3% | +2.5% | +1.8% | +3.2% |
| YTD | +2.8% | +19.3% | -16.5% | -2.4% |
| 1Y | -5.8% | -0.2% | -5.6% | -6.8% |
| 3Y | +4.7% | +110.0% | -105.3% | -16.0% |
| 5Y | +42.7% | +96.8% | -54.1% | +11.3% |
| 10Y | +141.0% | +559.9% | -418.9% | +26.3% |
| All | +727.4% | +1,445.4% | -717.9% | +209.2% |
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