+25.6%
CTAS vs LYV
+25.0%
+0.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.1% |
| 7D | +7.6% | +6.2% | +1.4% | +6.8% |
| 30D | +17.2% | +7.3% | +9.9% | +16.2% |
| 3M | +12.8% | -0.3% | +13.0% | +12.6% |
| 6M | +38.0% | +16.2% | +21.7% | +35.8% |
| YTD | +22.7% | +28.5% | -5.8% | +20.2% |
| 1Y | +25.6% | +21.5% | +4.1% | +23.2% |
| All | +25.6% | +25.0% | +0.7% | +23.2% |
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