+90.9%
LYV vs INDA
+5.7%
+85.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.6% |
| 7D | -1.9% | -2.7% | +0.8% | 0.0% |
| 30D | -8.2% | -2.8% | -5.4% | -6.3% |
| 3M | -1.3% | +1.6% | -2.9% | -2.5% |
| 6M | +2.6% | -1.4% | +4.0% | +3.3% |
| YTD | +19.4% | -10.1% | +29.5% | +28.4% |
| 1Y | -2.2% | -8.8% | +6.5% | +3.7% |
| 3Y | +106.0% | +7.6% | +98.4% | +84.8% |
| All | +90.9% | +5.7% | +85.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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