+549.4%
LYV vs CRL
+256.1%
+293.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -1.9% | -3.5% | +1.6% | -0.8% |
| 30D | -8.2% | -2.1% | -6.0% | -7.6% |
| 3M | -1.3% | +48.0% | -49.2% | -13.6% |
| 6M | +2.6% | +64.7% | -62.1% | -14.5% |
| YTD | +19.4% | +39.5% | -20.1% | +4.4% |
| 1Y | -2.2% | +74.2% | -76.4% | -21.4% |
| 3Y | +106.0% | +39.4% | +66.7% | +67.2% |
| 5Y | +97.7% | -36.9% | +134.6% | +117.8% |
| All | +549.4% | +256.1% | +293.4% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling