+90.9%
LYV vs IRM
+197.3%
-106.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -8.2% | -7.4% | -0.8% | -5.8% |
| 3M | -1.3% | -7.4% | +6.1% | +0.9% |
| 6M | +2.6% | +8.7% | -6.1% | -2.0% |
| YTD | +19.4% | +40.9% | -21.5% | +2.7% |
| 1Y | -2.2% | +20.5% | -22.8% | -10.9% |
| 3Y | +106.0% | +101.7% | +4.3% | +39.6% |
| All | +90.9% | +197.3% | -106.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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