+96.8%
LYV vs COMP
-28.2%
+125.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -5.3% | +0.8% | -6.2% | -5.5% |
| 30D | -7.9% | -13.9% | +5.9% | -6.2% |
| 3M | +4.5% | +30.7% | -26.2% | +0.3% |
| 6M | +2.5% | +18.7% | -16.1% | -1.3% |
| YTD | +19.3% | +1.0% | +18.3% | +16.7% |
| 1Y | -0.2% | +15.1% | -15.3% | -4.8% |
| 3Y | +110.0% | +219.8% | -109.7% | +62.2% |
| 5Y | +96.8% | -28.7% | +125.5% | +65.2% |
| All | +96.8% | -28.2% | +125.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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