+6.5%
LYV vs ILMN
+127.6%
-121.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.2% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | -5.5% | +9.2% | -14.6% | -6.0% |
| 3M | +7.8% | +29.8% | -22.1% | +6.0% |
| 6M | +9.4% | +69.2% | -59.8% | +6.4% |
| YTD | +21.8% | +66.4% | -44.6% | +18.2% |
| 1Y | +6.5% | +123.4% | -116.9% | +3.8% |
| All | +6.5% | +127.6% | -121.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling