+21.5%
LYV vs CP
+35.2%
-13.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.0% |
| 7D | +6.2% | +5.6% | +0.6% | +3.9% |
| 30D | +7.3% | +10.0% | -2.7% | +3.1% |
| 3M | -0.3% | +4.4% | -4.7% | -2.3% |
| 6M | +16.2% | +14.1% | +2.2% | +8.1% |
| YTD | +28.5% | +29.1% | -0.5% | +12.2% |
| 1Y | +21.5% | +34.6% | -13.0% | +1.1% |
| All | +21.5% | +35.2% | -13.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling