+106.0%
LYV vs CG
+42.2%
+63.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -1.9% | -9.9% | +7.9% | +1.1% |
| 30D | -8.2% | -11.7% | +3.5% | -4.9% |
| 3M | -1.3% | -4.3% | +3.0% | -0.6% |
| 6M | +2.6% | -8.8% | +11.4% | +4.4% |
| YTD | +19.4% | -26.9% | +46.3% | +29.7% |
| 1Y | -2.2% | -35.4% | +33.2% | +10.5% |
| 3Y | +106.0% | +43.0% | +63.0% | +71.1% |
| All | +106.0% | +42.2% | +63.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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