-9.9%
LOW vs LYV
+109.4%
-119.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | -8.9% | -8.2% | -0.7% | -6.6% |
| 3M | -10.4% | -1.3% | -9.1% | -10.2% |
| 6M | -19.4% | +2.6% | -22.0% | -20.4% |
| YTD | -17.1% | +19.4% | -36.5% | -21.6% |
| 1Y | -26.3% | -2.2% | -24.0% | -26.4% |
| 3Y | -9.9% | +106.0% | -115.9% | -31.6% |
| All | -9.9% | +109.4% | -119.3% | -31.6% |
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