+8.2%
LYV vs IRE
-85.1%
+93.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.9% | -4.5% | +2.6% | -1.9% |
| 30D | -8.2% | -7.8% | -0.4% | -8.2% |
| 3M | -1.3% | -60.0% | +58.7% | -0.2% |
| 6M | +2.6% | -48.3% | +50.9% | +2.3% |
| YTD | +19.4% | -54.5% | +73.9% | +19.9% |
| All | +8.2% | -85.1% | +93.3% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling