+106.0%
LYV vs M
+112.2%
-6.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.9% |
| 7D | -1.9% | -4.2% | +2.3% | -1.4% |
| 30D | -8.2% | -7.2% | -1.0% | -7.4% |
| 3M | -1.3% | -11.1% | +9.9% | 0.0% |
| 6M | +2.6% | +28.8% | -26.2% | -1.1% |
| YTD | +19.4% | +2.0% | +17.4% | +18.2% |
| 1Y | -2.2% | +31.3% | -33.5% | -7.0% |
| 3Y | +106.0% | +119.1% | -13.0% | +72.6% |
| All | +106.0% | +112.2% | -6.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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