+1,499.1%
LYV vs CF
+6,451.4%
-4,952.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.3% |
| 7D | -4.5% | +6.0% | -10.5% | -6.2% |
| 30D | -5.5% | +14.8% | -20.3% | -9.5% |
| 3M | +7.8% | +14.1% | -6.3% | +2.9% |
| 6M | +9.4% | +28.5% | -19.2% | -1.9% |
| YTD | +21.8% | +74.9% | -53.2% | -1.2% |
| 1Y | +6.5% | +61.7% | -55.2% | -11.8% |
| 3Y | +106.4% | +80.3% | +26.1% | +59.8% |
| 5Y | +101.6% | +226.0% | -124.4% | +20.1% |
| 10Y | +540.9% | +569.9% | -28.9% | +187.0% |
| All | +1,499.1% | +6,451.4% | -4,952.3% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling