+3,441.2%
LLY vs LYV
+1,445.4%
+1,995.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.1% | -5.3% | +2.3% | -2.3% |
| 30D | -8.6% | -7.9% | -0.7% | -7.5% |
| 3M | -1.6% | +4.5% | -6.2% | -2.3% |
| 6M | +11.8% | +2.5% | +9.3% | +11.2% |
| YTD | +5.1% | +19.3% | -14.2% | +2.2% |
| 1Y | +50.7% | -0.2% | +50.9% | +49.8% |
| 3Y | +95.7% | +110.0% | -14.3% | +73.8% |
| 5Y | +390.2% | +96.8% | +293.4% | +327.9% |
| 10Y | +1,580.3% | +559.9% | +1,020.4% | +1,040.9% |
| All | +3,441.2% | +1,445.4% | +1,995.8% | +1,726.4% |
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