+225.5%
CRWD vs LYV
+93.4%
+132.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.0% | -1.9% | -1.1% | -2.0% |
| 30D | -6.8% | -8.2% | +1.4% | -2.8% |
| 3M | +19.6% | -1.3% | +20.8% | +19.6% |
| 6M | +87.1% | +2.6% | +84.5% | +81.7% |
| YTD | +76.4% | +19.4% | +57.0% | +56.3% |
| 1Y | +90.8% | -2.2% | +93.1% | +87.7% |
| 3Y | +380.0% | +106.0% | +273.9% | +193.8% |
| All | +225.5% | +93.4% | +132.2% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling