+606.1%
COST vs LYV
+564.6%
+41.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -4.7% | -8.2% | +3.5% | -3.7% |
| 3M | -7.1% | -1.3% | -5.9% | -7.0% |
| 6M | -8.5% | +2.6% | -11.1% | -9.1% |
| YTD | +5.4% | +19.4% | -14.0% | +2.5% |
| 1Y | -5.6% | -2.2% | -3.4% | -5.9% |
| 3Y | +68.5% | +106.0% | -37.6% | +51.6% |
| 5Y | +105.2% | +97.7% | +7.6% | +83.5% |
| All | +606.1% | +564.6% | +41.4% | +461.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling