+1,499.1%
LYV vs LSCC
+2,540.1%
-1,041.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.9% |
| 7D | -4.5% | +1.3% | -5.8% | -4.9% |
| 30D | -5.5% | -9.7% | +4.2% | -2.7% |
| 3M | +7.8% | -23.7% | +31.5% | +14.4% |
| 6M | +9.4% | +26.5% | -17.1% | -2.7% |
| YTD | +21.8% | +57.5% | -35.8% | -0.6% |
| 1Y | +6.5% | +75.7% | -69.2% | -17.3% |
| 3Y | +106.4% | +19.5% | +87.0% | +66.0% |
| 5Y | +101.6% | +83.8% | +17.8% | +31.4% |
| 10Y | +540.9% | +1,772.4% | -1,231.4% | +61.5% |
| All | +1,499.1% | +2,540.1% | -1,041.0% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling