+431.5%
LIN vs LYV
+521.1%
-89.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.1% | +1.8% | +0.3% | +1.7% |
| 30D | +6.8% | +5.7% | +1.1% | +5.3% |
| 3M | +10.4% | -4.1% | +14.5% | +11.4% |
| 6M | +3.2% | +5.9% | -2.8% | +1.5% |
| YTD | +24.6% | +25.2% | -0.6% | +17.1% |
| 1Y | +24.4% | +30.4% | -6.0% | +15.6% |
| 3Y | +36.7% | +103.6% | -66.9% | +11.8% |
| 5Y | +67.0% | +58.9% | +8.1% | +41.2% |
| All | +431.5% | +521.1% | -89.7% | +207.9% |
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