+6,746.9%
KLAC vs LYV
+1,446.8%
+5,300.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -1.9% | -0.7% | -2.1% |
| 30D | -13.2% | -8.2% | -5.0% | -10.8% |
| 3M | -25.0% | -1.3% | -23.7% | -25.1% |
| 6M | +23.6% | +2.6% | +21.0% | +21.7% |
| YTD | +49.2% | +19.4% | +29.8% | +39.6% |
| 1Y | +89.3% | -2.2% | +91.6% | +87.8% |
| 3Y | +274.4% | +106.0% | +168.3% | +190.0% |
| 5Y | +440.9% | +97.7% | +343.3% | +317.2% |
| 10Y | +2,947.7% | +560.5% | +2,387.2% | +1,428.0% |
| All | +6,746.9% | +1,446.8% | +5,300.1% | +2,365.3% |
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