+47.4%
JD vs LYV
+619.1%
-571.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -3.0% | -5.3% | +2.4% | -1.5% |
| 30D | -19.3% | -7.9% | -11.4% | -17.4% |
| 3M | -6.0% | +4.5% | -10.5% | -7.5% |
| 6M | +1.8% | +2.5% | -0.7% | +0.5% |
| YTD | -2.6% | +19.3% | -21.9% | -8.3% |
| 1Y | -17.4% | -0.2% | -17.3% | -18.6% |
| 3Y | -8.6% | +110.0% | -118.6% | -29.2% |
| 5Y | -61.6% | +96.8% | -158.4% | -70.5% |
| 10Y | +16.9% | +559.9% | -543.0% | -49.3% |
| All | +47.4% | +619.1% | -571.6% | -37.8% |
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 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