+20.6%
ICE vs LYV
+25.0%
-4.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.1% |
| 7D | +12.2% | +6.2% | +6.0% | +11.6% |
| 30D | +15.0% | +7.3% | +7.6% | +14.2% |
| 3M | +17.6% | -0.3% | +17.9% | +17.5% |
| 6M | +12.6% | +16.2% | -3.6% | +11.4% |
| YTD | +9.1% | +28.5% | -19.4% | +6.3% |
| 1Y | +20.6% | +21.5% | -0.9% | +18.4% |
| All | +20.6% | +25.0% | -4.4% | +18.4% |
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