+404.9%
CORZ vs LYV
+87.7%
+317.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | -3.0% | -4.2% | +1.2% | -0.1% |
| 30D | -12.1% | -7.2% | -4.9% | -7.5% |
| 3M | -32.4% | +1.5% | -33.9% | -34.3% |
| 6M | +12.4% | +2.7% | +9.6% | +7.7% |
| YTD | +19.3% | +19.4% | -0.1% | +1.3% |
| 1Y | +8.6% | -0.5% | +9.1% | +6.0% |
| All | +404.9% | +87.7% | +317.3% | +232.4% |
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 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