+549.4%
LYV vs CF
+595.8%
-46.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -8.2% | +11.5% | -19.6% | -11.3% |
| 3M | -1.3% | +25.5% | -26.8% | -8.3% |
| 6M | +2.6% | +11.8% | -9.2% | -3.6% |
| YTD | +19.4% | +74.6% | -55.2% | -4.1% |
| 1Y | -2.2% | +57.7% | -59.9% | -19.1% |
| 3Y | +106.0% | +74.2% | +31.8% | +58.5% |
| 5Y | +97.7% | +223.8% | -126.1% | +5.6% |
| All | +549.4% | +595.8% | -46.4% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling