+48.7%
LUNR vs LYV
+47.5%
+1.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | -15.3% | -8.2% | -7.1% | -13.3% |
| 3M | -53.2% | -1.3% | -51.9% | -53.2% |
| 6M | -22.2% | +2.6% | -24.8% | -23.2% |
| YTD | -11.6% | +19.4% | -31.0% | -16.2% |
| 1Y | +68.4% | -2.2% | +70.7% | +66.6% |
| 3Y | +216.8% | +106.0% | +110.7% | +203.9% |
| All | +48.7% | +47.5% | +1.2% | +49.0% |
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