+106.0%
LYV vs GSK
+47.2%
+58.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -3.5% | +1.6% | -1.6% |
| 30D | -8.2% | -3.4% | -4.7% | -7.9% |
| 3M | -1.3% | -8.1% | +6.9% | -0.6% |
| 6M | +2.6% | -11.1% | +13.7% | +3.7% |
| YTD | +19.4% | +0.7% | +18.7% | +19.4% |
| 1Y | -2.2% | +20.1% | -22.4% | -3.2% |
| 3Y | +106.0% | +46.1% | +59.9% | +97.6% |
| All | +106.0% | +47.2% | +58.8% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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