+94.6%
LYV vs CRBG
+117.3%
-22.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -8.2% | +2.6% | -10.8% | -9.1% |
| 3M | -1.3% | +24.0% | -25.3% | -9.1% |
| 6M | +2.6% | +50.5% | -47.9% | -12.9% |
| YTD | +19.4% | +17.1% | +2.3% | +11.0% |
| 1Y | -2.2% | +5.9% | -8.1% | -5.6% |
| 3Y | +106.0% | +122.7% | -16.7% | +42.0% |
| All | +94.6% | +117.3% | -22.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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