+34.5%
LYV vs CBOE
+41.5%
-7.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.3% | -1.0% |
| 7D | +1.9% | +12.4% | -10.4% | +2.0% |
| 30D | +5.5% | +26.9% | -21.4% | +5.5% |
| 3M | -1.2% | +24.3% | -25.6% | -1.2% |
| 6M | +15.3% | +3.1% | +12.1% | +16.6% |
| YTD | +27.2% | +41.7% | -14.5% | +22.4% |
| 1Y | +34.5% | +41.5% | -7.0% | +29.7% |
| All | +34.5% | +41.5% | -7.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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