+903.1%
GS vs LYV
+1,522.3%
-619.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | +5.9% | +1.8% | +4.0% | +5.2% |
| 30D | +4.3% | +5.7% | -1.4% | +2.3% |
| 3M | -11.7% | -4.1% | -7.6% | -10.5% |
| 6M | -3.2% | +5.9% | -9.1% | -5.7% |
| YTD | +5.8% | +25.2% | -19.4% | -3.8% |
| 1Y | +16.0% | +30.4% | -14.4% | +3.8% |
| 3Y | +199.8% | +103.6% | +96.1% | +126.8% |
| 5Y | +155.5% | +58.9% | +96.6% | +102.4% |
| 10Y | +452.7% | +524.8% | -72.1% | +144.8% |
| All | +903.1% | +1,522.3% | -619.2% | +174.9% |
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