+1,467.6%
LYV vs A
+587.2%
+880.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -4.2% | -4.6% | +0.4% | -1.5% |
| 30D | -7.2% | -4.3% | -3.0% | -5.0% |
| 3M | +1.5% | +8.9% | -7.4% | -4.4% |
| 6M | +2.7% | +24.5% | -21.8% | -12.6% |
| YTD | +19.4% | +5.8% | +13.5% | +11.4% |
| 1Y | -0.5% | +16.2% | -16.7% | -13.5% |
| 3Y | +110.1% | +28.5% | +81.7% | +61.8% |
| 5Y | +97.6% | -16.3% | +113.9% | +94.3% |
| 10Y | +560.2% | +244.9% | +315.3% | +126.8% |
| All | +1,467.6% | +587.2% | +880.4% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling