+273.7%
IR vs LYV
+401.0%
-127.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.5% | -1.9% | -2.6% | -3.8% |
| 30D | -13.9% | -8.2% | -5.7% | -11.1% |
| 3M | -0.3% | -1.3% | +0.9% | 0.0% |
| 6M | -14.3% | +2.6% | -16.9% | -15.5% |
| YTD | -7.9% | +19.4% | -27.3% | -14.6% |
| 1Y | -9.9% | -2.2% | -7.6% | -10.4% |
| 3Y | +6.5% | +106.0% | -99.5% | -21.6% |
| 5Y | +34.0% | +97.7% | -63.6% | -4.8% |
| All | +273.7% | +401.0% | -127.3% | +95.8% |
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