+1,468.2%
LYV vs IT
+1,230.3%
+237.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | -2.7% |
| 7D | -1.9% | -3.7% | +1.7% | -0.3% |
| 30D | -8.2% | +0.1% | -8.3% | -8.9% |
| 3M | -1.3% | +20.7% | -21.9% | -14.3% |
| 6M | +2.6% | +12.0% | -9.4% | -9.7% |
| YTD | +19.4% | -28.8% | +48.2% | +31.4% |
| 1Y | -2.2% | -25.5% | +23.3% | +3.0% |
| 3Y | +106.0% | -48.8% | +154.8% | +152.2% |
| 5Y | +97.7% | -42.7% | +140.4% | +121.2% |
| 10Y | +560.5% | +102.5% | +458.0% | +211.5% |
| All | +1,468.2% | +1,230.3% | +237.9% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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