+106.0%
LYV vs CMS
+33.6%
+72.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -4.2% | -1.3% | -2.8% | -4.0% |
| 30D | -7.2% | -2.8% | -4.4% | -6.8% |
| 3M | +1.5% | -7.1% | +8.7% | +2.7% |
| 6M | +2.7% | -10.0% | +12.8% | +4.4% |
| YTD | +19.4% | -0.9% | +20.3% | +19.9% |
| 1Y | -0.5% | -2.0% | +1.5% | +0.2% |
| All | +106.0% | +33.6% | +72.4% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling