+97.5%
LYV vs CF
+233.5%
-136.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | -5.3% | -0.8% | -4.5% | -5.3% |
| 30D | -7.9% | +14.3% | -22.2% | -9.3% |
| 3M | +4.5% | +27.9% | -23.3% | +1.5% |
| 6M | +2.5% | +25.5% | -23.0% | -1.5% |
| YTD | +19.3% | +81.2% | -61.9% | +7.8% |
| 1Y | -0.2% | +66.5% | -66.7% | -8.8% |
| 3Y | +110.0% | +76.7% | +33.4% | +86.6% |
| All | +97.5% | +233.5% | -136.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling