+16.5%
JD vs LYV
+564.6%
-548.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -1.9% | -2.3% | -3.7% |
| 30D | -14.4% | -8.2% | -6.2% | -12.4% |
| 3M | -3.6% | -1.3% | -2.3% | -3.4% |
| 6M | -0.3% | +2.6% | -2.9% | -1.5% |
| YTD | -2.4% | +19.4% | -21.8% | -7.7% |
| 1Y | -18.5% | -2.2% | -16.3% | -19.1% |
| 3Y | -7.0% | +106.0% | -113.1% | -26.3% |
| 5Y | -61.7% | +97.7% | -159.4% | -70.0% |
| All | +16.5% | +564.6% | -548.1% | -40.2% |
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