+91.2%
LLY vs LYV
+109.4%
-18.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -2.6% |
| 30D | -8.4% | -8.2% | -0.2% | -7.0% |
| 3M | -3.8% | -1.3% | -2.5% | -3.6% |
| 6M | +11.9% | +2.6% | +9.3% | +11.1% |
| YTD | +4.3% | +19.4% | -15.1% | +0.7% |
| 1Y | +48.5% | -2.2% | +50.7% | +48.8% |
| 3Y | +91.2% | +106.0% | -14.8% | +65.1% |
| All | +91.2% | +109.4% | -18.2% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling