+549.4%
LYV vs CRS
+1,392.1%
-842.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | -1.9% | -6.8% | +4.8% | +0.5% |
| 30D | -8.2% | -16.1% | +7.9% | -2.6% |
| 3M | -1.3% | -21.2% | +19.9% | +6.1% |
| 6M | +2.6% | +8.7% | -6.1% | -2.5% |
| YTD | +19.4% | +41.0% | -21.6% | +2.3% |
| 1Y | -2.2% | +82.7% | -84.9% | -25.6% |
| 3Y | +106.0% | +604.8% | -498.7% | -13.5% |
| 5Y | +97.7% | +1,384.7% | -1,287.0% | -43.6% |
| All | +549.4% | +1,392.1% | -842.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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