+1,467.6%
LYV vs CBRE
+619.3%
+848.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -4.2% | -7.2% | +3.1% | -1.3% |
| 30D | -7.2% | -6.4% | -0.8% | -4.9% |
| 3M | +1.5% | +2.9% | -1.4% | -0.2% |
| 6M | +2.7% | +2.5% | +0.2% | +0.7% |
| YTD | +19.4% | -14.2% | +33.5% | +24.1% |
| 1Y | -0.5% | -15.1% | +14.7% | +3.9% |
| 3Y | +110.1% | +61.9% | +48.2% | +65.8% |
| 5Y | +97.6% | +42.4% | +55.2% | +62.9% |
| 10Y | +560.2% | +395.1% | +165.1% | +232.3% |
| All | +1,467.6% | +619.3% | +848.2% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling