-2.2%
LYV vs ILMN
+115.7%
-118.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.1% |
| 7D | -1.9% | -5.4% | +3.5% | -1.6% |
| 30D | -8.2% | +7.0% | -15.2% | -8.6% |
| 3M | -1.3% | +24.2% | -25.5% | -2.6% |
| 6M | +2.6% | +69.9% | -67.3% | +0.3% |
| YTD | +19.4% | +57.4% | -38.0% | +16.3% |
| 1Y | -2.2% | +107.9% | -110.1% | -4.8% |
| All | -2.2% | +115.7% | -118.0% | -4.8% |
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