+105.8%
LYV vs LSCC
+24.3%
+81.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -5.3% | +1.4% | -6.7% | -5.6% |
| 30D | -7.9% | -10.0% | +2.1% | -6.5% |
| 3M | +4.5% | -16.1% | +20.6% | +6.4% |
| 6M | +2.5% | +27.4% | -24.9% | -4.0% |
| YTD | +19.3% | +56.9% | -37.6% | +6.8% |
| 1Y | -0.2% | +74.6% | -74.8% | -13.0% |
| All | +105.8% | +24.3% | +81.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling