+1,277.7%
LYV vs CBOE
+978.8%
+299.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.8% |
| 7D | -1.9% | -5.8% | +3.9% | 0.0% |
| 30D | -8.2% | -3.1% | -5.0% | -7.5% |
| 3M | -1.3% | -4.8% | +3.5% | -0.7% |
| 6M | +2.6% | -0.6% | +3.2% | +0.5% |
| YTD | +19.4% | +12.8% | +6.6% | +11.4% |
| 1Y | -2.2% | +19.8% | -22.0% | -10.9% |
| 3Y | +106.0% | +86.9% | +19.1% | +54.1% |
| 5Y | +97.7% | +136.5% | -38.9% | +33.0% |
| 10Y | +560.5% | +368.4% | +192.1% | +227.8% |
| All | +1,277.7% | +978.8% | +299.0% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling