+106.0%
LYV vs KEY
+122.3%
-16.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | -8.2% | -3.7% | -4.5% | -7.0% |
| 3M | -1.3% | -1.3% | 0.0% | -1.0% |
| 6M | +2.6% | +13.3% | -10.7% | -2.3% |
| YTD | +19.4% | +9.0% | +10.4% | +14.7% |
| 1Y | -2.2% | +18.7% | -20.9% | -9.4% |
| 3Y | +106.0% | +125.3% | -19.2% | +56.2% |
| All | +106.0% | +122.3% | -16.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling