+106.0%
LYV vs LII
-3.5%
+109.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -1.9% | -6.3% | +4.3% | -0.2% |
| 30D | -8.2% | -13.0% | +4.8% | -4.7% |
| 3M | -1.3% | -29.0% | +27.8% | +6.7% |
| 6M | +2.6% | -27.7% | +30.3% | +9.7% |
| YTD | +19.4% | -24.2% | +43.6% | +25.6% |
| 1Y | -2.2% | -34.8% | +32.5% | +7.3% |
| 3Y | +106.0% | -4.2% | +110.3% | +85.8% |
| All | +106.0% | -3.5% | +109.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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