+1,467.6%
LYV vs CRL
+548.1%
+919.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -4.2% | -6.9% | +2.8% | -1.3% |
| 30D | -7.2% | -3.2% | -4.0% | -6.1% |
| 3M | +1.5% | +46.5% | -45.0% | -14.3% |
| 6M | +2.7% | +63.1% | -60.4% | -18.7% |
| YTD | +19.4% | +36.9% | -17.5% | +0.7% |
| 1Y | -0.5% | +78.1% | -78.6% | -25.9% |
| 3Y | +110.1% | +36.7% | +73.5% | +59.7% |
| 5Y | +97.6% | -38.1% | +135.7% | +110.2% |
| 10Y | +560.2% | +246.6% | +313.6% | +156.6% |
| All | +1,467.6% | +548.1% | +919.4% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling