+891.7%
CSCO vs LYV
+1,445.4%
-553.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | 0.0% | -5.3% | +5.3% | +1.3% |
| 30D | -10.7% | -7.9% | -2.8% | -9.0% |
| 3M | -8.7% | +4.5% | -13.2% | -10.0% |
| 6M | +44.9% | +2.5% | +42.4% | +43.1% |
| YTD | +44.1% | +19.3% | +24.8% | +36.6% |
| 1Y | +65.9% | -0.2% | +66.1% | +63.4% |
| 3Y | +109.0% | +110.0% | -1.0% | +69.5% |
| 5Y | +114.8% | +96.8% | +18.0% | +70.4% |
| 10Y | +377.3% | +559.9% | -182.6% | +160.2% |
| All | +891.7% | +1,445.4% | -553.7% | +328.3% |
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