+106.0%
LYV vs GPC
-2.2%
+108.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -1.3% | +31.7% | -33.0% | -8.1% |
| 6M | +2.6% | +24.7% | -22.1% | -3.5% |
| YTD | +19.4% | +11.8% | +7.6% | +14.2% |
| 1Y | -2.2% | -3.0% | +0.7% | -2.8% |
| 3Y | +106.0% | -1.1% | +107.2% | +94.2% |
| All | +106.0% | -2.2% | +108.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling