+106.0%
LYV vs IBB
+61.1%
+45.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -4.2% | +2.3% | 0.0% |
| 30D | -8.2% | +1.1% | -9.3% | -8.8% |
| 3M | -1.3% | +19.0% | -20.3% | -9.0% |
| 6M | +2.6% | +18.9% | -16.3% | -5.6% |
| YTD | +19.4% | +20.3% | -0.9% | +8.8% |
| 1Y | -2.2% | +41.5% | -43.7% | -18.2% |
| 3Y | +106.0% | +60.3% | +45.8% | +59.4% |
| All | +106.0% | +61.1% | +45.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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