+1,036.6%
GS vs LYV
+1,477.3%
-440.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.9% |
| 7D | +0.9% | -4.5% | +5.4% | +2.6% |
| 30D | -1.6% | -5.5% | +3.9% | +0.3% |
| 3M | -4.5% | +7.8% | -12.2% | -7.5% |
| 6M | +20.9% | +9.4% | +11.5% | +16.0% |
| YTD | +19.9% | +21.8% | -1.9% | +10.2% |
| 1Y | +41.4% | +6.5% | +35.0% | +35.6% |
| 3Y | +239.2% | +106.4% | +132.7% | +155.5% |
| 5Y | +185.0% | +101.6% | +83.5% | +105.6% |
| 10Y | +655.0% | +540.9% | +114.0% | +231.6% |
| All | +1,036.6% | +1,477.3% | -440.6% | +214.8% |
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