+1,466.7%
LYV vs CCEP
+1,612.5%
-145.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.2% |
| 7D | -5.3% | -3.7% | -1.7% | -3.3% |
| 30D | -7.9% | -2.1% | -5.9% | -6.9% |
| 3M | +4.5% | +7.2% | -2.7% | -0.1% |
| 6M | +2.5% | +3.3% | -0.7% | -0.3% |
| YTD | +19.3% | +15.7% | +3.6% | +7.9% |
| 1Y | -0.2% | +16.6% | -16.7% | -10.5% |
| 3Y | +110.0% | +84.3% | +25.8% | +38.8% |
| 5Y | +96.8% | +109.0% | -12.2% | +17.7% |
| 10Y | +559.9% | +238.1% | +321.8% | +177.7% |
| All | +1,466.7% | +1,612.5% | -145.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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