+105.4%
LYV vs CART
+12.5%
+92.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -4.2% | -8.7% | +4.5% | -3.3% |
| 30D | -7.2% | -4.4% | -2.9% | -6.8% |
| 3M | +1.5% | +14.6% | -13.1% | 0.0% |
| 6M | +2.7% | +24.4% | -21.6% | -0.3% |
| YTD | +19.4% | +5.0% | +14.3% | +17.8% |
| 1Y | -0.5% | +0.5% | -1.0% | -1.4% |
| All | +105.4% | +12.5% | +92.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling