+2,382.0%
LITE vs LYV
+564.6%
+1,817.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +5.2% | -1.9% | +7.1% | +5.9% |
| 30D | -0.6% | -8.2% | +7.6% | +2.5% |
| 3M | +4.2% | -1.3% | +5.5% | +3.9% |
| 6M | +38.0% | +2.6% | +35.3% | +35.3% |
| YTD | +151.5% | +19.4% | +132.1% | +131.5% |
| 1Y | +462.2% | -2.2% | +464.5% | +453.4% |
| 3Y | +1,810.6% | +106.0% | +1,704.6% | +1,313.7% |
| 5Y | +980.2% | +97.7% | +882.5% | +686.2% |
| All | +2,382.0% | +564.6% | +1,817.4% | +981.6% |
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