+37.7%
GOOG vs LYV
-1.3%
+39.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | +0.7% | -9.0% | +9.7% | +1.9% |
| 3M | -3.4% | -0.6% | -2.8% | -3.6% |
| 6M | +14.8% | +11.4% | +3.4% | +12.7% |
| YTD | +10.4% | +20.3% | -10.0% | +9.4% |
| All | +37.7% | -1.3% | +39.0% | +32.8% |
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