+569.3%
GEV vs LYV
+63.2%
+506.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.4% | -9.0% |
| 7D | -7.1% | -1.2% | -6.0% | -6.7% |
| 30D | -17.7% | -9.0% | -8.7% | -14.4% |
| 3M | -7.0% | -0.6% | -6.4% | -7.5% |
| 6M | +8.8% | +11.4% | -2.6% | +1.6% |
| YTD | +34.1% | +20.3% | +13.7% | +19.6% |
| 1Y | +40.2% | -1.3% | +41.4% | +40.7% |
| All | +569.3% | +63.2% | +506.1% | +346.5% |
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 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