+105.1%
CTVA vs LYV
+93.4%
+11.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -1.9% | -2.6% | -4.1% |
| 30D | +11.3% | -8.2% | +19.5% | +13.3% |
| 3M | +12.3% | -1.3% | +13.6% | +12.7% |
| 6M | +7.2% | +2.6% | +4.6% | +6.3% |
| YTD | +26.0% | +19.4% | +6.6% | +20.6% |
| 1Y | +16.0% | -2.2% | +18.3% | +15.9% |
| 3Y | +73.9% | +106.0% | -32.1% | +46.7% |
| All | +105.1% | +93.4% | +11.8% | +65.3% |
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 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