+90.9%
LYV vs ES
-6.1%
+97.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.9% | -3.6% | +1.6% | -1.3% |
| 30D | -8.2% | -4.2% | -4.0% | -7.4% |
| 3M | -1.3% | +0.1% | -1.4% | -1.3% |
| 6M | +2.6% | -6.2% | +8.8% | +3.8% |
| YTD | +19.4% | +4.1% | +15.3% | +18.3% |
| 1Y | -2.2% | +10.2% | -12.4% | -4.5% |
| 3Y | +106.0% | +26.1% | +80.0% | +92.7% |
| All | +90.9% | -6.1% | +97.0% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling