+122.0%
CSCO vs LYV
+93.4%
+28.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +2.7% | -1.9% | +4.6% | +3.0% |
| 30D | -9.5% | -8.2% | -1.3% | -8.2% |
| 3M | -7.6% | -1.3% | -6.4% | -7.7% |
| 6M | +44.9% | +2.6% | +42.3% | +43.5% |
| YTD | +47.7% | +19.4% | +28.3% | +41.6% |
| 1Y | +69.1% | -2.2% | +71.3% | +68.4% |
| 3Y | +113.5% | +106.0% | +7.5% | +82.4% |
| All | +122.0% | +93.4% | +28.6% | +88.6% |
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