+21.5%
LYV vs CASY
+32.1%
-10.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.3% |
| 7D | +6.2% | +0.8% | +5.4% | +6.1% |
| 30D | +7.3% | +9.4% | -2.1% | +6.2% |
| 3M | -0.3% | -20.6% | +20.3% | +2.6% |
| 6M | +16.2% | -20.7% | +37.0% | +19.9% |
| YTD | +28.5% | +22.5% | +6.0% | +19.8% |
| 1Y | +21.5% | +29.5% | -8.0% | +10.7% |
| All | +21.5% | +32.1% | -10.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling