+324.2%
LYV vs CLBK
+65.5%
+258.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -1.5% | -0.5% | -1.3% |
| 30D | -8.2% | -1.0% | -7.2% | -7.8% |
| 3M | -1.3% | +22.9% | -24.2% | -9.8% |
| 6M | +2.6% | +44.2% | -41.6% | -12.7% |
| YTD | +19.4% | +64.0% | -44.6% | -4.6% |
| 1Y | -2.2% | +65.7% | -67.9% | -22.8% |
| 3Y | +106.0% | +54.1% | +52.0% | +60.6% |
| 5Y | +97.7% | +44.7% | +53.0% | +40.0% |
| All | +324.2% | +65.5% | +258.7% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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