+444.5%
CORZ vs LYV
+88.1%
+356.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.9% |
| 7D | +16.6% | -3.8% | +20.4% | +19.6% |
| 30D | -10.9% | -5.7% | -5.2% | -7.4% |
| 3M | -31.0% | +6.9% | -37.9% | -35.6% |
| 6M | +26.0% | +9.2% | +16.9% | +15.2% |
| YTD | +28.6% | +19.6% | +9.0% | +9.0% |
| 1Y | +34.5% | +0.6% | +33.8% | +30.0% |
| All | +444.5% | +88.1% | +356.4% | +257.8% |
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