+79.2%
GM vs LYV
+92.3%
-13.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +0.7% | -9.0% | +9.7% | +3.9% |
| 3M | +7.2% | -0.6% | +7.8% | +6.9% |
| 6M | +20.9% | +11.4% | +9.5% | +15.5% |
| YTD | +7.9% | +20.3% | -12.5% | -0.5% |
| 1Y | +50.3% | -1.3% | +51.6% | +48.6% |
| 3Y | +166.9% | +101.7% | +65.1% | +93.5% |
| 5Y | +79.2% | +93.4% | -14.2% | +37.9% |
| All | +79.2% | +92.3% | -13.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling