+2,392.5%
CTAS vs LYV
+1,446.8%
+945.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.5% | -1.9% | +2.4% | +1.0% |
| 30D | -0.7% | -8.2% | +7.5% | +1.3% |
| 3M | +11.1% | -1.3% | +12.3% | +11.2% |
| 6M | +2.1% | +2.6% | -0.5% | +1.0% |
| YTD | +8.0% | +19.4% | -11.4% | +2.5% |
| 1Y | -0.5% | -2.2% | +1.8% | -1.1% |
| 3Y | +66.2% | +106.0% | -39.8% | +35.1% |
| 5Y | +109.2% | +97.7% | +11.5% | +66.3% |
| 10Y | +689.5% | +560.5% | +129.0% | +351.5% |
| All | +2,392.5% | +1,446.8% | +945.7% | +993.5% |
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