+106.0%
LYV vs CF
+71.9%
+34.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | -7.2% | +15.3% | -22.5% | -7.7% |
| 3M | +1.5% | +24.3% | -22.8% | +0.7% |
| 6M | +2.7% | +23.9% | -21.2% | +0.5% |
| YTD | +19.4% | +77.3% | -57.9% | +11.3% |
| 1Y | -0.5% | +58.7% | -59.2% | -6.1% |
| All | +106.0% | +71.9% | +34.1% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling