+21.5%
LYV vs IRE
-97.6%
+119.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -23.2% | +25.6% | +2.6% |
| 7D | +6.2% | -46.8% | +53.0% | +6.7% |
| 30D | +7.3% | -75.5% | +82.8% | +8.7% |
| 3M | -0.3% | -79.4% | +79.1% | +0.9% |
| 6M | +16.2% | -91.3% | +107.5% | +18.4% |
| YTD | +28.5% | -90.8% | +119.4% | +31.2% |
| 1Y | +21.5% | -97.7% | +119.2% | +15.5% |
| All | +21.5% | -97.6% | +119.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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