+654.9%
CME vs LYV
+1,445.4%
-790.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.6% | -5.3% | +4.7% | +0.8% |
| 30D | +4.7% | -7.9% | +12.6% | +6.9% |
| 3M | +7.8% | +4.5% | +3.3% | +6.3% |
| 6M | -11.0% | +2.5% | -13.5% | -12.2% |
| YTD | +4.0% | +19.3% | -15.3% | -1.8% |
| 1Y | +9.1% | -0.2% | +9.3% | +7.6% |
| 3Y | +52.3% | +110.0% | -57.7% | +19.1% |
| 5Y | +76.1% | +96.8% | -20.7% | +33.4% |
| 10Y | +280.6% | +559.9% | -279.3% | +80.4% |
| All | +654.9% | +1,445.4% | -790.4% | +133.0% |
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