-4.5%
LUNR vs LYV
+25.0%
-29.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.7% | -6.9% |
| 7D | -14.3% | +6.2% | -20.5% | -17.9% |
| 30D | -30.5% | +7.3% | -37.8% | -33.9% |
| 3M | -28.9% | -0.3% | -28.6% | -29.1% |
| 6M | -60.8% | +16.2% | -77.1% | -65.7% |
| YTD | -38.8% | +28.5% | -67.4% | -51.6% |
| 1Y | -4.5% | +21.5% | -26.0% | -23.9% |
| All | -4.5% | +25.0% | -29.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling