+1.8%
CMCSA vs LYV
+25.0%
-23.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +4.8% |
| 7D | +15.2% | +6.2% | +9.0% | +14.8% |
| 30D | +17.0% | +7.3% | +9.7% | +16.5% |
| 3M | +1.2% | -0.3% | +1.5% | +1.0% |
| 6M | -5.5% | +16.2% | -21.7% | -5.0% |
| YTD | -6.5% | +28.5% | -35.1% | -5.3% |
| 1Y | +1.8% | +21.5% | -19.7% | +3.3% |
| All | +1.8% | +25.0% | -23.2% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling