+90.9%
LYV vs GPN
-44.5%
+135.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.9% | -4.3% | +2.4% | -0.5% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | -1.3% | +35.8% | -37.1% | -11.1% |
| 6M | +2.6% | +22.0% | -19.4% | -4.9% |
| YTD | +19.4% | +15.2% | +4.2% | +11.9% |
| 1Y | -2.2% | +3.5% | -5.7% | -5.2% |
| 3Y | +106.0% | -26.9% | +133.0% | +121.3% |
| All | +90.9% | -44.5% | +135.4% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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