+97.0%
LYV vs COMP
-47.7%
+144.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | -5.5% | -13.3% | +7.9% | -3.7% |
| 3M | +7.8% | +41.1% | -33.4% | +2.3% |
| 6M | +9.4% | +17.2% | -7.8% | +5.4% |
| YTD | +21.8% | +5.2% | +16.6% | +18.4% |
| 1Y | +6.5% | +18.9% | -12.5% | +1.1% |
| 3Y | +106.4% | +215.9% | -109.5% | +59.7% |
| 5Y | +101.6% | -31.2% | +132.7% | +77.4% |
| All | +97.0% | -47.7% | +144.7% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling