+199.8%
GS vs LYV
+103.7%
+96.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | +5.9% | +1.8% | +4.0% | +5.1% |
| 30D | +4.3% | +5.7% | -1.4% | +2.1% |
| 3M | -11.7% | -4.1% | -7.6% | -10.4% |
| 6M | -3.2% | +5.9% | -9.1% | -6.2% |
| YTD | +5.8% | +25.2% | -19.4% | -6.0% |
| 1Y | +16.0% | +30.4% | -14.4% | +0.8% |
| 3Y | +199.8% | +103.6% | +96.1% | +114.6% |
| All | +199.8% | +103.7% | +96.1% | +114.6% |
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