+1,468.2%
LYV vs GAP
+114.1%
+1,354.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.9% |
| 7D | -1.9% | -4.1% | +2.2% | -0.6% |
| 30D | -8.2% | +6.2% | -14.4% | -10.5% |
| 3M | -1.3% | -0.7% | -0.6% | -1.9% |
| 6M | +2.6% | -7.1% | +9.7% | +2.8% |
| YTD | +19.4% | -14.1% | +33.5% | +21.5% |
| 1Y | -2.2% | -8.5% | +6.2% | -3.8% |
| 3Y | +106.0% | +115.4% | -9.3% | +28.0% |
| 5Y | +97.7% | +9.8% | +87.8% | +43.7% |
| 10Y | +560.5% | +30.6% | +530.0% | +235.3% |
| All | +1,468.2% | +114.1% | +1,354.1% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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