+1,471.0%
LYV vs ES
+625.6%
+845.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.5% |
| 30D | -5.7% | -1.2% | -4.5% | -5.2% |
| 3M | +6.9% | +5.0% | +1.9% | +4.3% |
| 6M | +9.2% | -2.8% | +12.0% | +10.1% |
| YTD | +19.6% | +8.6% | +11.0% | +14.2% |
| 1Y | +0.6% | +18.9% | -18.3% | -9.0% |
| 3Y | +110.6% | +32.1% | +78.4% | +73.7% |
| 5Y | +96.6% | -5.1% | +101.7% | +88.9% |
| 10Y | +546.4% | +84.2% | +462.2% | +251.4% |
| All | +1,471.0% | +625.6% | +845.4% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling