+31.0%
GM vs LYV
+26.7%
+4.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | +4.2% | +1.9% | +2.3% | +4.0% |
| 30D | +8.9% | +5.5% | +3.4% | +8.2% |
| 3M | +0.4% | -1.2% | +1.6% | +0.5% |
| 6M | +17.8% | +15.3% | +2.6% | +14.8% |
| YTD | +10.6% | +27.2% | -16.6% | +7.0% |
| 1Y | +31.0% | +34.5% | -3.5% | +24.6% |
| All | +31.0% | +26.7% | +4.3% | +24.6% |
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 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