+1,920.0%
LYV vs CG
+313.7%
+1,606.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +1.0% |
| 7D | -4.2% | -9.8% | +5.6% | 0.0% |
| 30D | -7.2% | -10.3% | +3.1% | -3.2% |
| 3M | +1.5% | -1.7% | +3.2% | +1.3% |
| 6M | +2.7% | -9.8% | +12.6% | +5.6% |
| YTD | +19.4% | -25.6% | +45.0% | +31.9% |
| 1Y | -0.5% | -32.5% | +32.0% | +13.8% |
| 3Y | +110.1% | +45.6% | +64.5% | +63.0% |
| 5Y | +97.6% | +3.7% | +93.9% | +71.6% |
| 10Y | +560.2% | +321.1% | +239.2% | +248.2% |
| All | +1,920.0% | +313.7% | +1,606.2% | +919.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling