+69.4%
LYV vs GTLB
-49.8%
+119.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -4.2% | -4.1% | -0.1% | -3.6% |
| 30D | -7.2% | +12.3% | -19.6% | -9.1% |
| 3M | +1.5% | +65.9% | -64.4% | -6.8% |
| 6M | +2.7% | +104.0% | -101.2% | -9.8% |
| YTD | +19.4% | +26.0% | -6.7% | +12.8% |
| 1Y | -0.5% | -3.5% | +3.0% | -2.3% |
| 3Y | +110.1% | -9.6% | +119.8% | +98.0% |
| All | +69.4% | -49.8% | +119.2% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling