+106.0%
LYV vs CASY
+158.0%
-52.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.4% |
| 7D | -1.9% | -18.6% | +16.7% | +1.9% |
| 30D | -8.2% | -26.6% | +18.5% | -2.6% |
| 3M | -1.3% | -32.8% | +31.5% | +6.7% |
| 6M | +2.6% | -10.0% | +12.6% | +2.7% |
| YTD | +19.4% | +11.6% | +7.8% | +13.2% |
| 1Y | -2.2% | +11.5% | -13.7% | -7.5% |
| 3Y | +106.0% | +160.7% | -54.6% | +73.2% |
| All | +106.0% | +158.0% | -52.0% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling