+159.7%
GILD vs LYV
+564.6%
-404.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -1.9% | -2.9% | -4.6% |
| 30D | +5.8% | -8.2% | +14.0% | +6.6% |
| 3M | +14.9% | -1.3% | +16.2% | +15.0% |
| 6M | -0.4% | +2.6% | -3.0% | -0.7% |
| YTD | +18.5% | +19.4% | -0.9% | +16.4% |
| 1Y | +25.1% | -2.2% | +27.4% | +24.9% |
| 3Y | +105.9% | +106.0% | -0.1% | +92.1% |
| 5Y | +143.0% | +97.7% | +45.3% | +124.9% |
| All | +159.7% | +564.6% | -404.9% | +95.6% |
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 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