+1,471.0%
LYV vs CASY
+3,448.8%
-1,977.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.4% |
| 7D | -3.8% | -4.4% | +0.5% | -1.9% |
| 30D | -5.7% | -12.0% | +6.4% | -0.4% |
| 3M | +6.9% | -2.3% | +9.2% | +6.0% |
| 6M | +9.2% | +10.5% | -1.4% | +1.8% |
| YTD | +19.6% | +33.0% | -13.4% | +2.2% |
| 1Y | +0.6% | +41.1% | -40.5% | -16.7% |
| 3Y | +110.6% | +207.5% | -96.9% | +16.4% |
| 5Y | +96.6% | +290.7% | -194.1% | -5.1% |
| 10Y | +546.4% | +556.5% | -10.1% | +133.0% |
| All | +1,471.0% | +3,448.8% | -1,977.8% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling