+90.9%
LYV vs CGNX
-25.4%
+116.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.9% |
| 7D | -1.9% | +3.2% | -5.1% | -2.6% |
| 30D | -8.2% | +6.0% | -14.2% | -9.6% |
| 3M | -1.3% | +3.5% | -4.8% | -3.0% |
| 6M | +2.6% | +26.3% | -23.7% | -4.3% |
| YTD | +19.4% | +79.2% | -59.8% | 0.0% |
| 1Y | -2.2% | +43.8% | -46.0% | -14.1% |
| 3Y | +106.0% | +52.0% | +54.1% | +69.3% |
| All | +90.9% | -25.4% | +116.4% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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