+340.5%
JCI vs LYV
+564.6%
-224.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.7% | -1.9% | +2.7% | +1.3% |
| 30D | -4.4% | -8.2% | +3.8% | -2.0% |
| 3M | +1.7% | -1.3% | +2.9% | +1.6% |
| 6M | +8.8% | +2.6% | +6.2% | +7.1% |
| YTD | +22.6% | +19.4% | +3.2% | +14.7% |
| 1Y | +36.2% | -2.2% | +38.5% | +34.8% |
| 3Y | +168.0% | +106.0% | +62.0% | +106.8% |
| 5Y | +113.5% | +97.7% | +15.8% | +60.2% |
| All | +340.5% | +564.6% | -224.2% | +110.6% |
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 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