+549.4%
LYV vs ILMN
+28.7%
+520.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.6% |
| 7D | -1.9% | -5.4% | +3.5% | -0.6% |
| 30D | -8.2% | +7.0% | -15.2% | -10.0% |
| 3M | -1.3% | +24.2% | -25.5% | -7.2% |
| 6M | +2.6% | +69.9% | -67.3% | -11.3% |
| YTD | +19.4% | +57.4% | -38.0% | +4.5% |
| 1Y | -2.2% | +107.9% | -110.1% | -21.9% |
| 3Y | +106.0% | +37.1% | +68.9% | +77.3% |
| 5Y | +97.7% | -53.7% | +151.3% | +127.4% |
| All | +549.4% | +28.7% | +520.7% | +456.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling