+238.0%
GM vs LYV
+1,591.4%
-1,353.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -1.1% | -8.2% | +7.1% | +2.3% |
| 3M | +6.1% | -1.3% | +7.4% | +6.2% |
| 6M | +15.0% | +2.6% | +12.4% | +12.7% |
| YTD | +6.0% | +19.4% | -13.4% | -3.1% |
| 1Y | +47.1% | -2.2% | +49.3% | +45.1% |
| 3Y | +170.5% | +106.0% | +64.5% | +89.4% |
| 5Y | +80.5% | +97.7% | -17.2% | +23.1% |
| 10Y | +238.7% | +560.5% | -321.8% | +31.7% |
| All | +238.0% | +1,591.4% | -1,353.3% | -17.2% |
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