+105.3%
LYV vs CART
+11.0%
+94.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | 0.0% |
| 7D | -5.3% | -9.5% | +4.1% | -4.4% |
| 30D | -7.9% | -7.8% | -0.2% | -7.2% |
| 3M | +4.5% | +10.4% | -5.9% | +3.3% |
| 6M | +2.5% | +20.1% | -17.5% | -0.1% |
| YTD | +19.3% | +3.7% | +15.6% | +17.9% |
| 1Y | -0.2% | +2.6% | -2.8% | -1.4% |
| All | +105.3% | +11.0% | +94.3% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling