+106.0%
LYV vs LEN
-27.3%
+133.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.4% |
| 7D | -1.9% | -4.8% | +2.8% | -0.9% |
| 30D | -8.2% | -6.6% | -1.6% | -6.9% |
| 3M | -1.3% | -15.7% | +14.4% | +2.0% |
| 6M | +2.6% | -16.6% | +19.2% | +6.0% |
| YTD | +19.4% | -21.3% | +40.7% | +24.2% |
| 1Y | -2.2% | -42.0% | +39.8% | +8.6% |
| 3Y | +106.0% | -27.9% | +134.0% | +93.7% |
| All | +106.0% | -27.3% | +133.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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