+2,361.3%
COR vs LYV
+1,446.8%
+914.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | +2.6% | -8.2% | +10.7% | +3.8% |
| 3M | +14.5% | -1.3% | +15.7% | +14.6% |
| 6M | -7.8% | +2.6% | -10.4% | -8.6% |
| YTD | -4.2% | +19.4% | -23.6% | -7.4% |
| 1Y | +7.0% | -2.2% | +9.3% | +6.3% |
| 3Y | +85.5% | +106.0% | -20.5% | +62.0% |
| 5Y | +181.2% | +97.7% | +83.5% | +140.3% |
| 10Y | +404.7% | +560.5% | -155.8% | +237.0% |
| All | +2,361.3% | +1,446.8% | +914.5% | +1,215.4% |
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