+69.9%
LVS vs LYV
+1,446.8%
-1,377.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | -1.9% | -1.5% | -2.5% |
| 30D | -6.2% | -8.2% | +2.0% | -2.2% |
| 3M | -14.8% | -1.3% | -13.6% | -14.7% |
| 6M | -20.9% | +2.6% | -23.5% | -22.7% |
| YTD | -33.0% | +19.4% | -52.4% | -39.8% |
| 1Y | -20.0% | -2.2% | -17.8% | -21.6% |
| 3Y | -6.9% | +106.0% | -113.0% | -39.6% |
| 5Y | +9.1% | +97.7% | -88.6% | -30.6% |
| 10Y | -1.1% | +560.5% | -561.7% | -70.1% |
| All | +69.9% | +1,446.8% | -1,377.0% | -69.6% |
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 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