+2,560.8%
ICE vs LYV
+1,446.8%
+1,113.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | +4.0% | -8.2% | +12.2% | +6.7% |
| 3M | +13.7% | -1.3% | +14.9% | +13.8% |
| 6M | +0.9% | +2.6% | -1.7% | -0.6% |
| YTD | -2.1% | +19.4% | -21.5% | -8.5% |
| 1Y | -9.5% | -2.2% | -7.3% | -10.3% |
| 3Y | +42.1% | +106.0% | -64.0% | +9.0% |
| 5Y | +41.4% | +97.7% | -56.3% | +4.4% |
| 10Y | +216.7% | +560.5% | -343.8% | +33.6% |
| All | +2,560.8% | +1,446.8% | +1,113.9% | +676.0% |
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