+97.6%
LYV vs ILMN
-55.2%
+152.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -4.2% | -9.2% | +5.0% | -2.4% |
| 30D | -7.2% | +4.4% | -11.6% | -8.2% |
| 3M | +1.5% | +23.9% | -22.3% | -3.2% |
| 6M | +2.7% | +64.5% | -61.8% | -7.7% |
| YTD | +19.4% | +53.5% | -34.1% | +8.1% |
| 1Y | -0.5% | +110.8% | -111.3% | -16.8% |
| 3Y | +110.1% | +30.7% | +79.5% | +90.2% |
| 5Y | +97.6% | -54.8% | +152.4% | +94.2% |
| All | +97.6% | -55.2% | +152.8% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling