+574.4%
LYV vs GDDY
+390.3%
+184.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -1.3% | +30.5% | -31.7% | -11.4% |
| 6M | +2.6% | +13.3% | -10.7% | -4.4% |
| YTD | +19.4% | -21.0% | +40.4% | +25.5% |
| 1Y | -2.2% | -34.0% | +31.8% | +9.7% |
| 3Y | +106.0% | +33.1% | +73.0% | +72.5% |
| 5Y | +97.7% | +30.3% | +67.3% | +65.3% |
| 10Y | +560.5% | +205.5% | +355.0% | +337.5% |
| All | +574.4% | +390.3% | +184.0% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling