-2.2%
LYV vs LSCC
+78.0%
-80.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | -1.9% | +3.3% | -5.3% | -2.2% |
| 30D | -8.2% | -7.4% | -0.8% | -7.6% |
| 3M | -1.3% | -16.2% | +14.9% | 0.0% |
| 6M | +2.6% | +31.9% | -29.3% | -3.2% |
| YTD | +19.4% | +62.8% | -43.4% | +10.0% |
| 1Y | -2.2% | +81.4% | -83.6% | -9.8% |
| All | -2.2% | +78.0% | -80.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling