+16.9%
IBKR vs LYV
+25.7%
-8.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | +5.9% | -1.6% | +7.6% | +6.5% |
| 30D | -6.1% | +6.2% | -12.3% | -8.2% |
| 3M | -8.0% | -1.7% | -6.3% | -7.6% |
| 6M | -2.7% | +10.5% | -13.2% | -7.1% |
| YTD | +28.7% | +26.4% | +2.2% | +14.3% |
| 1Y | +16.9% | +27.0% | -10.1% | +3.6% |
| All | +16.9% | +25.7% | -8.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling