+90.9%
LYV vs CG
-2.7%
+93.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -1.9% | -9.9% | +7.9% | +2.0% |
| 30D | -8.2% | -11.7% | +3.5% | -4.0% |
| 3M | -1.3% | -4.3% | +3.0% | -0.4% |
| 6M | +2.6% | -8.8% | +11.4% | +4.8% |
| YTD | +19.4% | -26.9% | +46.3% | +32.3% |
| 1Y | -2.2% | -35.4% | +33.2% | +13.4% |
| 3Y | +106.0% | +43.0% | +63.0% | +58.1% |
| All | +90.9% | -2.7% | +93.7% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling