+1,467.6%
LYV vs IRM
+989.5%
+478.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.3% |
| 30D | -7.2% | -7.8% | +0.5% | -3.5% |
| 3M | +1.5% | -7.9% | +9.4% | +5.0% |
| 6M | +2.7% | +6.3% | -3.6% | -2.4% |
| YTD | +19.4% | +38.2% | -18.8% | -2.1% |
| 1Y | -0.5% | +19.8% | -20.3% | -12.3% |
| 3Y | +110.1% | +98.8% | +11.4% | +32.6% |
| 5Y | +97.6% | +191.8% | -94.2% | -3.1% |
| 10Y | +560.2% | +428.8% | +131.5% | +108.9% |
| All | +1,467.6% | +989.5% | +478.0% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling