+114.4%
JCI vs LYV
+93.4%
+21.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 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% | +14.9% |
| 1Y | +36.2% | -2.2% | +38.5% | +35.3% |
| 3Y | +168.0% | +106.0% | +62.0% | +107.5% |
| All | +114.4% | +93.4% | +21.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling