+163.0%
LITE vs LYV
+27.7%
+135.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.3% |
| 7D | +10.8% | +1.8% | +8.9% | +10.5% |
| 30D | -33.4% | +5.7% | -39.1% | -33.9% |
| 3M | -32.2% | -4.1% | -28.1% | -31.7% |
| 6M | -42.1% | +5.9% | -48.0% | -43.4% |
| YTD | +61.9% | +25.2% | +36.6% | +63.1% |
| 1Y | +163.0% | +30.4% | +132.6% | +170.6% |
| All | +163.0% | +27.7% | +135.2% | +170.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling