+1,466.7%
LYV vs COO
+434.7%
+1,032.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +2.7% |
| 7D | -5.3% | -9.0% | +3.6% | -1.2% |
| 30D | -7.9% | -16.8% | +8.9% | +0.3% |
| 3M | +4.5% | -7.5% | +12.0% | +8.0% |
| 6M | +2.5% | -16.3% | +18.8% | +10.7% |
| YTD | +19.3% | -22.5% | +41.8% | +33.3% |
| 1Y | -0.2% | -7.0% | +6.8% | +1.2% |
| 3Y | +110.0% | -27.5% | +137.5% | +129.4% |
| 5Y | +96.8% | -43.3% | +140.1% | +140.4% |
| 10Y | +559.9% | +37.6% | +522.3% | +409.7% |
| All | +1,466.7% | +434.7% | +1,032.0% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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