-2.2%
LYV vs CF
+55.7%
-58.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | 0.0% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -8.2% | +11.5% | -19.6% | -7.6% |
| 3M | -1.3% | +25.5% | -26.8% | 0.0% |
| 6M | +2.6% | +11.8% | -9.2% | +2.6% |
| YTD | +19.4% | +74.6% | -55.2% | +10.2% |
| 1Y | -2.2% | +57.7% | -59.9% | -9.8% |
| All | -2.2% | +55.7% | -58.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling