+34.5%
LYV vs CAG
-4.0%
+38.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.3% |
| 7D | +1.9% | +10.1% | -8.2% | +0.6% |
| 30D | +5.5% | +15.3% | -9.8% | +3.4% |
| 3M | -1.2% | +3.3% | -4.6% | -1.8% |
| 6M | +15.3% | +12.1% | +3.2% | +13.9% |
| YTD | +27.2% | -5.3% | +32.5% | +24.2% |
| 1Y | +34.5% | -4.0% | +38.5% | +30.6% |
| All | +34.5% | -4.0% | +38.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling