+1,468.2%
LYV vs GSK
+157.3%
+1,310.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -3.5% | +1.6% | +0.1% |
| 30D | -8.2% | -3.4% | -4.7% | -6.5% |
| 3M | -1.3% | -8.1% | +6.9% | +3.0% |
| 6M | +2.6% | -11.1% | +13.7% | +8.7% |
| YTD | +19.4% | +0.7% | +18.7% | +16.6% |
| 1Y | -2.2% | +20.1% | -22.4% | -14.9% |
| 3Y | +106.0% | +46.1% | +59.9% | +49.8% |
| 5Y | +97.7% | +48.2% | +49.4% | +36.8% |
| 10Y | +560.5% | +80.1% | +480.5% | +277.2% |
| All | +1,468.2% | +157.3% | +1,310.9% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling