+40.0%
CVS vs LYV
+564.6%
-524.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | -1.9% | -0.2% | -1.8% |
| 30D | -0.1% | -8.2% | +8.1% | +1.3% |
| 3M | -5.2% | -1.3% | -3.9% | -5.1% |
| 6M | +26.9% | +2.6% | +24.3% | +26.0% |
| YTD | +22.1% | +19.4% | +2.7% | +18.0% |
| 1Y | +30.8% | -2.2% | +33.0% | +30.4% |
| 3Y | +54.4% | +106.0% | -51.7% | +34.1% |
| 5Y | +33.4% | +97.7% | -64.3% | +12.6% |
| All | +40.0% | +564.6% | -524.6% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling