+3,409.5%
LITE vs LYV
+575.9%
+2,833.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.1% |
| 7D | +10.8% | +1.8% | +8.9% | +10.1% |
| 30D | -33.4% | +5.7% | -39.1% | -34.9% |
| 3M | -32.2% | -4.1% | -28.1% | -31.4% |
| 6M | -42.1% | +5.9% | -48.0% | -43.8% |
| YTD | +61.9% | +25.2% | +36.6% | +46.5% |
| 1Y | +163.0% | +30.4% | +132.6% | +133.8% |
| 3Y | +1,358.0% | +103.6% | +1,254.4% | +990.9% |
| 5Y | +549.9% | +58.9% | +491.0% | +416.0% |
| 10Y | +1,530.1% | +524.8% | +1,005.3% | +693.0% |
| All | +3,409.5% | +575.9% | +2,833.6% | +1,549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling