+50.0%
LULU vs LYV
+564.6%
-514.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | -18.1% | -8.2% | -9.9% | -15.6% |
| 3M | -18.8% | -1.3% | -17.5% | -18.4% |
| 6M | -39.2% | +2.6% | -41.8% | -39.9% |
| YTD | -52.4% | +19.4% | -71.8% | -55.4% |
| 1Y | -40.3% | -2.2% | -38.1% | -40.5% |
| 3Y | -75.1% | +106.0% | -181.1% | -81.0% |
| 5Y | -76.7% | +97.7% | -174.4% | -82.4% |
| All | +50.0% | +564.6% | -514.7% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling