+3,103.0%
GOOGL vs LYV
+1,446.8%
+1,656.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -1.4% | -8.2% | +6.8% | +0.7% |
| 3M | -5.3% | -1.3% | -4.1% | -5.2% |
| 6M | +9.8% | +2.6% | +7.2% | +8.7% |
| YTD | +8.4% | +19.4% | -11.0% | +3.1% |
| 1Y | +41.2% | -2.2% | +43.4% | +40.4% |
| 3Y | +149.6% | +106.0% | +43.5% | +104.4% |
| 5Y | +142.6% | +97.7% | +44.9% | +96.6% |
| 10Y | +766.8% | +560.5% | +206.3% | +396.4% |
| All | +3,103.0% | +1,446.8% | +1,656.1% | +1,386.3% |
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 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