+359.5%
LIN vs LYV
+564.4%
-204.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -4.2% | -0.1% | -3.3% |
| 30D | -5.6% | -7.2% | +1.6% | -3.9% |
| 3M | -9.0% | +1.5% | -10.6% | -9.4% |
| 6M | -2.5% | +2.7% | -5.2% | -3.5% |
| YTD | +9.3% | +19.4% | -10.0% | +4.0% |
| 1Y | -1.0% | -0.5% | -0.5% | -1.9% |
| 3Y | +24.0% | +110.1% | -86.1% | +0.4% |
| 5Y | +59.1% | +97.6% | -38.5% | +26.1% |
| All | +359.5% | +564.4% | -204.9% | +151.8% |
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 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