+69.5%
LYV vs GTLB
-50.1%
+119.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.9% | -5.7% | +3.8% | -1.0% |
| 30D | -8.2% | +15.1% | -23.3% | -10.4% |
| 3M | -1.3% | +65.5% | -66.7% | -9.3% |
| 6M | +2.6% | +102.9% | -100.3% | -9.8% |
| YTD | +19.4% | +25.2% | -5.8% | +13.0% |
| 1Y | -2.2% | -5.5% | +3.3% | -3.7% |
| 3Y | +106.0% | -10.9% | +116.9% | +94.6% |
| All | +69.5% | -50.1% | +119.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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