+15.1%
LYV vs GLXY
+7.0%
+8.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.8% | +0.1% |
| 7D | -5.3% | +4.5% | -9.9% | -5.7% |
| 30D | -7.9% | +28.8% | -36.8% | -9.5% |
| 3M | +4.5% | -23.0% | +27.5% | +6.0% |
| 6M | +2.5% | +17.0% | -14.5% | -0.1% |
| YTD | +19.3% | +12.5% | +6.8% | +15.5% |
| 1Y | -0.2% | -5.4% | +5.2% | -3.5% |
| All | +15.1% | +7.0% | +8.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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