+106.0%
LYV vs FIVE
+48.7%
+57.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.4% |
| 7D | -4.2% | +0.6% | -4.7% | -4.3% |
| 30D | -7.2% | +3.0% | -10.2% | -7.7% |
| 3M | +1.5% | +23.2% | -21.7% | -1.6% |
| 6M | +2.7% | +9.2% | -6.4% | +0.9% |
| YTD | +19.4% | +28.1% | -8.7% | +14.8% |
| 1Y | -0.5% | +65.3% | -65.7% | -7.6% |
| All | +106.0% | +48.7% | +57.3% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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