+1,468.2%
LYV vs IBN
+617.7%
+850.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.7% |
| 7D | -1.9% | -3.0% | +1.1% | -0.8% |
| 30D | -8.2% | -1.5% | -6.7% | -7.7% |
| 3M | -1.3% | +7.9% | -9.2% | -4.3% |
| 6M | +2.6% | +8.6% | -6.0% | -0.9% |
| YTD | +19.4% | -0.6% | +20.0% | +19.1% |
| 1Y | -2.2% | -7.3% | +5.1% | +0.1% |
| 3Y | +106.0% | +26.2% | +79.8% | +83.5% |
| 5Y | +97.7% | +57.8% | +39.8% | +60.1% |
| 10Y | +560.5% | +319.5% | +241.0% | +234.7% |
| All | +1,468.2% | +617.7% | +850.5% | +433.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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