+1,325.8%
CRWD vs LYV
+170.0%
+1,155.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | -6.8% | -8.2% | +1.4% | -4.1% |
| 3M | +19.6% | -1.3% | +20.8% | +19.7% |
| 6M | +87.1% | +2.6% | +84.5% | +83.7% |
| YTD | +76.4% | +19.4% | +57.0% | +63.1% |
| 1Y | +90.8% | -2.2% | +93.1% | +88.7% |
| 3Y | +380.0% | +106.0% | +273.9% | +257.6% |
| 5Y | +215.6% | +97.7% | +118.0% | +141.4% |
| All | +1,325.8% | +170.0% | +1,155.8% | +830.7% |
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