+106.0%
LYV vs ES
+27.6%
+78.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.4% |
| 7D | -4.2% | -3.5% | -0.7% | -3.6% |
| 30D | -7.2% | -3.0% | -4.2% | -6.8% |
| 3M | +1.5% | -0.3% | +1.8% | +1.6% |
| 6M | +2.7% | -5.2% | +7.9% | +3.5% |
| YTD | +19.4% | +4.8% | +14.6% | +18.5% |
| 1Y | -0.5% | +12.7% | -13.2% | -2.4% |
| All | +106.0% | +27.6% | +78.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling