+1,406.7%
LMT vs LYV
+1,446.8%
-40.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -13.1% | -8.2% | -4.9% | -12.0% |
| 3M | -3.9% | -1.3% | -2.6% | -3.8% |
| 6M | -18.3% | +2.6% | -20.9% | -18.8% |
| YTD | +10.3% | +19.4% | -9.1% | +7.0% |
| 1Y | +14.2% | -2.2% | +16.5% | +13.8% |
| 3Y | +35.0% | +106.0% | -71.1% | +18.4% |
| 5Y | +73.2% | +97.7% | -24.4% | +48.4% |
| 10Y | +186.8% | +560.5% | -373.7% | +91.6% |
| All | +1,406.7% | +1,446.8% | -40.1% | +740.8% |
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