+549.4%
LYV vs LSCC
+1,943.7%
-1,394.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.2% |
| 7D | -1.9% | +3.3% | -5.3% | -2.8% |
| 30D | -8.2% | -7.4% | -0.8% | -6.6% |
| 3M | -1.3% | -16.2% | +14.9% | +1.6% |
| 6M | +2.6% | +31.9% | -29.3% | -8.0% |
| YTD | +19.4% | +62.8% | -43.4% | -0.2% |
| 1Y | -2.2% | +81.4% | -83.6% | -21.6% |
| 3Y | +106.0% | +33.1% | +73.0% | +67.7% |
| 5Y | +97.7% | +90.8% | +6.9% | +35.3% |
| All | +549.4% | +1,943.7% | -1,394.3% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling