+145.8%
GOOG vs LYV
+109.4%
+36.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | -1.9% | +2.0% | +0.6% |
| 30D | -2.0% | -8.2% | +6.2% | +0.3% |
| 3M | -5.9% | -1.3% | -4.6% | -5.8% |
| 6M | +8.9% | +2.6% | +6.3% | +7.4% |
| YTD | +7.1% | +19.4% | -12.3% | +1.2% |
| 1Y | +39.7% | -2.2% | +41.9% | +40.3% |
| 3Y | +145.8% | +106.0% | +39.8% | +86.3% |
| All | +145.8% | +109.4% | +36.5% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling