+1,338.0%
CLS vs LYV
+109.4%
+1,228.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.5% |
| 7D | +10.9% | -1.9% | +12.9% | +12.0% |
| 30D | +2.1% | -8.2% | +10.3% | +6.6% |
| 3M | -10.2% | -1.3% | -8.9% | -10.2% |
| 6M | +30.4% | +2.6% | +27.8% | +27.1% |
| YTD | +17.2% | +19.4% | -2.2% | +4.1% |
| 1Y | +41.0% | -2.2% | +43.3% | +41.9% |
| 3Y | +1,338.0% | +106.0% | +1,231.9% | +766.1% |
| All | +1,338.0% | +109.4% | +1,228.6% | +766.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling