+1,468.2%
LYV vs LNT
+888.7%
+579.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -1.0% | -0.9% | -1.4% |
| 30D | -8.2% | -4.2% | -3.9% | -6.0% |
| 3M | -1.3% | -6.7% | +5.4% | +2.4% |
| 6M | +2.6% | -3.6% | +6.2% | +4.1% |
| YTD | +19.4% | +5.9% | +13.5% | +14.7% |
| 1Y | -2.2% | +7.3% | -9.5% | -6.9% |
| 3Y | +106.0% | +46.5% | +59.6% | +60.6% |
| 5Y | +97.7% | +32.5% | +65.2% | +58.1% |
| 10Y | +560.5% | +147.9% | +412.6% | +224.8% |
| All | +1,468.2% | +888.7% | +579.5% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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