+106.0%
LYV vs CAPR
+31.5%
+74.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.1% |
| 7D | -4.2% | -10.6% | +6.4% | -4.0% |
| 30D | -7.2% | +111.2% | -118.4% | -8.7% |
| 3M | +1.5% | -67.2% | +68.8% | +2.2% |
| 6M | +2.7% | -75.1% | +77.9% | +3.9% |
| YTD | +19.4% | -71.2% | +90.6% | +20.2% |
| 1Y | -0.5% | +31.1% | -31.6% | -6.3% |
| All | +106.0% | +31.5% | +74.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling