+51.2%
CSX vs LYV
-0.5%
+51.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | -4.2% | +4.3% | +0.9% |
| 30D | -1.5% | -7.2% | +5.7% | -0.2% |
| 3M | +6.0% | +1.5% | +4.4% | +5.3% |
| 6M | +20.6% | +2.7% | +17.8% | +19.2% |
| YTD | +36.5% | +19.4% | +17.2% | +30.1% |
| All | +51.2% | -0.5% | +51.7% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling