+38.0%
GEV vs LYV
+26.7%
+11.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.1% | -6.4% | -7.3% |
| 7D | -13.2% | +1.9% | -15.1% | -13.5% |
| 30D | -25.1% | +5.5% | -30.6% | -25.7% |
| 3M | -24.3% | -1.2% | -23.0% | -24.1% |
| 6M | -29.6% | +15.3% | -44.8% | -32.1% |
| YTD | +18.2% | +27.2% | -9.0% | +12.6% |
| 1Y | +38.0% | +34.5% | +3.5% | +31.1% |
| All | +38.0% | +26.7% | +11.3% | +31.1% |
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