+379.9%
CSCO vs LYV
+564.6%
-184.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +2.7% | -1.9% | +4.6% | +3.1% |
| 30D | -9.5% | -8.2% | -1.3% | -7.8% |
| 3M | -7.6% | -1.3% | -6.4% | -7.6% |
| 6M | +44.9% | +2.6% | +42.3% | +43.1% |
| YTD | +47.7% | +19.4% | +28.3% | +40.1% |
| 1Y | +69.1% | -2.2% | +71.3% | +67.7% |
| 3Y | +113.5% | +106.0% | +7.5% | +74.4% |
| 5Y | +122.8% | +97.7% | +25.1% | +76.5% |
| All | +379.9% | +564.6% | -184.7% | +171.9% |
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