+185.3%
GS vs LYV
+95.6%
+89.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -4.2% | +2.4% | -0.4% |
| 30D | -0.9% | -7.2% | +6.3% | +1.4% |
| 3M | +2.3% | +1.5% | +0.8% | +1.3% |
| 6M | +23.4% | +2.7% | +20.7% | +21.3% |
| YTD | +17.7% | +19.4% | -1.6% | +9.4% |
| 1Y | +35.1% | -0.5% | +35.6% | +33.2% |
| 3Y | +234.9% | +110.1% | +124.8% | +161.1% |
| 5Y | +185.3% | +97.6% | +87.7% | +115.2% |
| All | +185.3% | +95.6% | +89.7% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling