+90.9%
LYV vs GNRC
-58.7%
+149.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -8.2% | -15.7% | +7.5% | -4.9% |
| 3M | -1.3% | -27.3% | +26.1% | +4.8% |
| 6M | +2.6% | -12.1% | +14.7% | +3.1% |
| YTD | +19.4% | +37.1% | -17.7% | +6.9% |
| 1Y | -2.2% | -0.5% | -1.8% | -6.2% |
| 3Y | +106.0% | +61.5% | +44.5% | +69.1% |
| All | +90.9% | -58.7% | +149.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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