+106.0%
LYV vs CBRE
+64.1%
+41.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -1.9% | -5.0% | +3.0% | -0.4% |
| 30D | -8.2% | -4.7% | -3.5% | -6.9% |
| 3M | -1.3% | +6.5% | -7.8% | -3.6% |
| 6M | +2.6% | +6.1% | -3.4% | -0.1% |
| YTD | +19.4% | -12.6% | +32.0% | +23.1% |
| 1Y | -2.2% | -15.3% | +13.1% | +1.9% |
| 3Y | +106.0% | +64.6% | +41.4% | +55.4% |
| All | +106.0% | +64.1% | +41.9% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling