+549.4%
LYV vs CMS
+118.9%
+430.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | -8.2% | -4.1% | -4.1% | -7.1% |
| 3M | -1.3% | -7.1% | +5.8% | +0.7% |
| 6M | +2.6% | -10.1% | +12.7% | +5.5% |
| YTD | +19.4% | -1.7% | +21.1% | +19.7% |
| 1Y | -2.2% | -3.4% | +1.1% | -1.6% |
| 3Y | +106.0% | +31.6% | +74.5% | +87.2% |
| 5Y | +97.7% | +23.3% | +74.4% | +80.5% |
| All | +549.4% | +118.9% | +430.6% | +458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling