+90.9%
LYV vs CP
+34.9%
+56.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | -2.6% | +0.7% | -0.7% |
| 30D | -8.2% | -3.7% | -4.5% | -6.6% |
| 3M | -1.3% | +0.1% | -1.4% | -1.7% |
| 6M | +2.6% | +7.8% | -5.2% | -1.7% |
| YTD | +19.4% | +21.7% | -2.3% | +7.7% |
| 1Y | -2.2% | +18.6% | -20.9% | -10.9% |
| 3Y | +106.0% | +17.5% | +88.5% | +83.6% |
| All | +90.9% | +34.9% | +56.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling