+1,466.7%
LYV vs IBB
+746.8%
+720.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -5.3% | -3.9% | -1.5% | -2.3% |
| 30D | -7.9% | +2.7% | -10.7% | -10.2% |
| 3M | +4.5% | +21.4% | -16.8% | -11.0% |
| 6M | +2.5% | +20.1% | -17.5% | -12.3% |
| YTD | +19.3% | +21.9% | -2.6% | +0.2% |
| 1Y | -0.2% | +44.1% | -44.3% | -27.3% |
| 3Y | +110.0% | +63.4% | +46.7% | +34.6% |
| 5Y | +96.8% | +19.8% | +77.0% | +60.2% |
| 10Y | +559.9% | +127.0% | +432.9% | +181.1% |
| All | +1,466.7% | +746.8% | +720.0% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling