+1,466.7%
LYV vs CMS
+761.4%
+705.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -7.9% | -1.3% | -6.6% | -7.3% |
| 3M | +4.5% | -5.4% | +9.9% | +7.7% |
| 6M | +2.5% | -10.3% | +12.9% | +8.7% |
| YTD | +19.3% | -0.2% | +19.5% | +18.5% |
| 1Y | -0.2% | -0.9% | +0.7% | -0.6% |
| 3Y | +110.0% | +34.0% | +76.1% | +68.9% |
| 5Y | +96.8% | +23.6% | +73.2% | +60.6% |
| 10Y | +559.9% | +122.2% | +437.7% | +212.0% |
| All | +1,466.7% | +761.4% | +705.3% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling