+1,014.7%
LITE vs LYV
+98.5%
+916.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +13.6% | -5.3% | +18.9% | +16.2% |
| 30D | +21.6% | -7.9% | +29.5% | +25.8% |
| 3M | +20.3% | +4.5% | +15.8% | +16.8% |
| 6M | +54.4% | +2.5% | +51.8% | +50.8% |
| YTD | +168.3% | +19.3% | +149.0% | +143.5% |
| 1Y | +551.8% | -0.2% | +552.0% | +536.5% |
| 3Y | +1,891.5% | +110.0% | +1,781.5% | +1,277.3% |
| 5Y | +1,014.7% | +96.8% | +917.9% | +694.7% |
| All | +1,014.7% | +98.5% | +916.2% | +694.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling