+606.9%
LULU vs LYV
+740.2%
-133.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -18.1% | -8.2% | -9.9% | -15.3% |
| 3M | -18.8% | -1.3% | -17.5% | -18.4% |
| 6M | -39.2% | +2.6% | -41.8% | -40.0% |
| YTD | -52.4% | +19.4% | -71.8% | -55.8% |
| 1Y | -40.3% | -2.2% | -38.1% | -40.7% |
| 3Y | -75.1% | +106.0% | -181.1% | -81.8% |
| 5Y | -76.7% | +97.7% | -174.4% | -83.3% |
| 10Y | +52.7% | +560.5% | -507.8% | -41.2% |
| All | +606.9% | +740.2% | -133.3% | +71.1% |
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