+583.8%
LYV vs CAPR
-99.1%
+682.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.2% |
| 7D | -5.3% | -12.6% | +7.3% | -5.1% |
| 30D | -7.9% | +124.4% | -132.3% | -9.7% |
| 3M | +4.5% | -66.8% | +71.3% | +5.3% |
| 6M | +2.5% | -71.8% | +74.3% | +3.5% |
| YTD | +19.3% | -70.1% | +89.4% | +20.2% |
| 1Y | -0.2% | +33.3% | -33.5% | -6.4% |
| 3Y | +110.0% | +36.7% | +73.3% | +92.2% |
| 5Y | +96.8% | +72.5% | +24.3% | +77.7% |
| 10Y | +559.9% | -77.3% | +637.2% | +468.1% |
| All | +583.8% | -99.1% | +682.9% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling