+90.9%
LYV vs CAG
-43.1%
+134.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.9% | -5.7% | +3.8% | -1.6% |
| 30D | -8.2% | -2.4% | -5.8% | -8.0% |
| 3M | -1.3% | +9.8% | -11.1% | -1.6% |
| 6M | +2.6% | -10.8% | +13.4% | +2.8% |
| YTD | +19.4% | -10.8% | +30.2% | +19.5% |
| 1Y | -2.2% | -19.0% | +16.7% | -1.8% |
| 3Y | +106.0% | -39.7% | +145.7% | +107.8% |
| All | +90.9% | -43.1% | +134.0% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling