+214.0%
GE vs LYV
+1,446.2%
-1,232.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -2.8% | -4.2% | +1.4% | -1.5% |
| 30D | -11.9% | -7.2% | -4.7% | -10.0% |
| 3M | +1.8% | +1.5% | +0.3% | +1.0% |
| 6M | -0.6% | +2.7% | -3.4% | -1.9% |
| YTD | +5.5% | +19.4% | -13.8% | -0.8% |
| 1Y | +15.0% | -0.5% | +15.4% | +13.5% |
| 3Y | +269.5% | +110.1% | +159.4% | +187.3% |
| 5Y | +422.4% | +97.6% | +324.9% | +301.1% |
| 10Y | +151.0% | +560.2% | -409.3% | +31.8% |
| All | +214.0% | +1,446.2% | -1,232.2% | +21.6% |
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 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