+252.1%
INTC vs LYV
+564.6%
-312.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.5% | -1.9% | +9.4% | +8.0% |
| 30D | +2.0% | -8.2% | +10.2% | +4.5% |
| 3M | -12.0% | -1.3% | -10.7% | -12.1% |
| 6M | +114.5% | +2.6% | +111.9% | +111.4% |
| YTD | +179.0% | +19.4% | +159.6% | +160.2% |
| 1Y | +318.3% | -2.2% | +320.5% | +312.1% |
| 3Y | +171.2% | +106.0% | +65.2% | +109.3% |
| 5Y | +107.6% | +97.7% | +9.9% | +56.5% |
| All | +252.1% | +564.6% | -312.5% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling