+90.9%
LYV vs CASY
+229.6%
-138.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.5% |
| 7D | -1.9% | -18.6% | +16.7% | +3.1% |
| 30D | -8.2% | -26.6% | +18.5% | -0.8% |
| 3M | -1.3% | -32.8% | +31.5% | +9.1% |
| 6M | +2.6% | -10.0% | +12.6% | +3.0% |
| YTD | +19.4% | +11.6% | +7.8% | +11.8% |
| 1Y | -2.2% | +11.5% | -13.7% | -8.6% |
| 3Y | +106.0% | +160.7% | -54.6% | +42.5% |
| All | +90.9% | +229.6% | -138.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling