+90.9%
LYV vs CBOE
+136.7%
-45.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.4% |
| 7D | -1.9% | -5.8% | +3.9% | -0.9% |
| 30D | -8.2% | -3.1% | -5.0% | -7.8% |
| 3M | -1.3% | -4.8% | +3.5% | -0.8% |
| 6M | +2.6% | -0.6% | +3.2% | +1.1% |
| YTD | +19.4% | +12.8% | +6.6% | +13.8% |
| 1Y | -2.2% | +19.8% | -22.0% | -8.3% |
| 3Y | +106.0% | +86.9% | +19.1% | +59.6% |
| All | +90.9% | +136.7% | -45.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling