+711.2%
LOW vs LYV
+1,446.8%
-735.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -10.4% | -1.3% | -9.1% | -10.2% |
| 6M | -19.4% | +2.6% | -22.0% | -20.2% |
| YTD | -17.1% | +19.4% | -36.5% | -21.4% |
| 1Y | -26.3% | -2.2% | -24.0% | -26.5% |
| 3Y | -9.9% | +106.0% | -115.9% | -27.7% |
| 5Y | +6.1% | +97.7% | -91.5% | -16.9% |
| 10Y | +230.8% | +560.5% | -329.7% | +74.3% |
| All | +711.2% | +1,446.8% | -735.6% | +210.2% |
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