+1,466.7%
LYV vs KEY
+28.1%
+1,438.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -7.9% | -3.3% | -4.7% | -6.7% |
| 3M | +4.5% | -0.7% | +5.2% | +4.6% |
| 6M | +2.5% | +12.5% | -10.0% | -2.8% |
| YTD | +19.3% | +8.4% | +10.9% | +14.3% |
| 1Y | -0.2% | +18.4% | -18.6% | -8.2% |
| 3Y | +110.0% | +123.3% | -13.3% | +42.6% |
| 5Y | +96.8% | +38.8% | +58.0% | +53.3% |
| 10Y | +559.9% | +169.3% | +390.6% | +265.5% |
| All | +1,466.7% | +28.1% | +1,438.6% | +735.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling