+106.0%
LYV vs IDXX
+7.6%
+98.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -5.7% | +3.8% | -0.7% |
| 30D | -8.2% | -11.5% | +3.4% | -5.8% |
| 3M | -1.3% | -9.5% | +8.3% | +0.7% |
| 6M | +2.6% | -16.0% | +18.6% | +6.1% |
| YTD | +19.4% | -25.4% | +44.8% | +26.3% |
| 1Y | -2.2% | -21.8% | +19.5% | +1.9% |
| 3Y | +106.0% | +7.0% | +99.0% | +89.6% |
| All | +106.0% | +7.6% | +98.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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