+1,449.2%
GILD vs LYV
+1,446.8%
+2.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -1.9% | -2.9% | -4.5% |
| 30D | +5.8% | -8.2% | +14.0% | +7.1% |
| 3M | +14.9% | -1.3% | +16.2% | +15.1% |
| 6M | -0.4% | +2.6% | -3.0% | -1.0% |
| YTD | +18.5% | +19.4% | -0.9% | +15.1% |
| 1Y | +25.1% | -2.2% | +27.4% | +24.8% |
| 3Y | +105.9% | +106.0% | -0.1% | +82.9% |
| 5Y | +143.0% | +97.7% | +45.3% | +112.0% |
| 10Y | +162.4% | +560.5% | -398.1% | +76.5% |
| All | +1,449.2% | +1,446.8% | +2.3% | +873.0% |
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