+41.7%
ICE vs LYV
+93.4%
-51.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | +4.0% | -8.2% | +12.2% | +5.6% |
| 3M | +13.7% | -1.3% | +14.9% | +13.8% |
| 6M | +0.9% | +2.6% | -1.7% | 0.0% |
| YTD | -2.1% | +19.4% | -21.5% | -6.1% |
| 1Y | -9.5% | -2.2% | -7.3% | -9.9% |
| 3Y | +42.1% | +106.0% | -64.0% | +19.6% |
| All | +41.7% | +93.4% | -51.6% | +20.5% |
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