+549.4%
LYV vs A
+256.4%
+293.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -1.1% |
| 7D | -1.9% | -2.6% | +0.7% | -0.8% |
| 30D | -8.2% | -0.9% | -7.3% | -8.0% |
| 3M | -1.3% | +13.6% | -14.9% | -7.1% |
| 6M | +2.6% | +27.8% | -25.2% | -9.5% |
| YTD | +19.4% | +8.6% | +10.8% | +12.8% |
| 1Y | -2.2% | +16.9% | -19.1% | -11.6% |
| 3Y | +106.0% | +32.9% | +73.1% | +67.7% |
| 5Y | +97.7% | -14.1% | +111.8% | +97.9% |
| All | +549.4% | +256.4% | +293.0% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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