+755.6%
GOOGL vs LYV
+564.6%
+190.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -1.4% | -8.2% | +6.8% | +1.0% |
| 3M | -5.3% | -1.3% | -4.1% | -5.2% |
| 6M | +9.8% | +2.6% | +7.2% | +8.5% |
| YTD | +8.4% | +19.4% | -11.0% | +2.2% |
| 1Y | +41.2% | -2.2% | +43.4% | +40.3% |
| 3Y | +149.6% | +106.0% | +43.5% | +96.4% |
| 5Y | +142.6% | +97.7% | +44.9% | +88.7% |
| All | +755.6% | +564.6% | +190.9% | +355.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling