+90.9%
LYV vs CAPR
+69.4%
+21.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.9% | -11.0% | +9.0% | -1.7% |
| 30D | -8.2% | +99.8% | -108.0% | -10.0% |
| 3M | -1.3% | -66.6% | +65.3% | -0.5% |
| 6M | +2.6% | -75.1% | +77.7% | +4.1% |
| YTD | +19.4% | -71.0% | +90.4% | +20.5% |
| 1Y | -2.2% | +30.0% | -32.2% | -9.7% |
| 3Y | +106.0% | +29.0% | +77.1% | +73.0% |
| All | +90.9% | +69.4% | +21.5% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling