+90.9%
LYV vs ARWR
+29.9%
+61.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -4.0% | +2.1% | -1.3% |
| 30D | -8.2% | -5.0% | -3.1% | -7.5% |
| 3M | -1.3% | +11.3% | -12.6% | -3.3% |
| 6M | +2.6% | +42.6% | -40.0% | -3.6% |
| YTD | +19.4% | +24.8% | -5.4% | +13.9% |
| 1Y | -2.2% | +178.8% | -181.0% | -18.9% |
| 3Y | +106.0% | +183.3% | -77.3% | +56.0% |
| All | +90.9% | +29.9% | +61.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling