+277.0%
IR vs LYV
+400.6%
-123.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -1.9% | -5.3% | +3.5% | +0.2% |
| 30D | -15.0% | -7.9% | -7.1% | -12.4% |
| 3M | -0.4% | +4.5% | -4.9% | -2.3% |
| 6M | -15.0% | +2.5% | -17.6% | -16.2% |
| YTD | -7.1% | +19.3% | -26.3% | -13.8% |
| 1Y | -7.5% | -0.2% | -7.4% | -8.8% |
| 3Y | +6.3% | +110.0% | -103.7% | -22.4% |
| 5Y | +37.3% | +96.8% | -59.5% | -2.3% |
| All | +277.0% | +400.6% | -123.5% | +97.6% |
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