+90.9%
LYV vs GDDY
+29.8%
+61.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.6% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | -8.2% | +6.8% | -15.0% | -10.8% |
| 3M | -1.3% | +30.5% | -31.7% | -11.6% |
| 6M | +2.6% | +13.3% | -10.7% | -4.5% |
| YTD | +19.4% | -21.0% | +40.4% | +27.8% |
| 1Y | -2.2% | -34.0% | +31.8% | +13.2% |
| 3Y | +106.0% | +33.1% | +73.0% | +57.6% |
| All | +90.9% | +29.8% | +61.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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