+1,468.2%
LYV vs OMC
+219.1%
+1,249.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -1.9% | -4.4% | +2.4% | +1.2% |
| 30D | -8.2% | -7.6% | -0.6% | -3.3% |
| 3M | -1.3% | +4.5% | -5.8% | -6.2% |
| 6M | +2.6% | -0.3% | +2.9% | +0.3% |
| YTD | +19.4% | -0.1% | +19.5% | +13.4% |
| 1Y | -2.2% | +4.6% | -6.9% | -11.9% |
| 3Y | +106.0% | +10.5% | +95.6% | +68.3% |
| 5Y | +97.7% | +31.7% | +65.9% | +32.5% |
| 10Y | +560.5% | +33.5% | +527.0% | +299.9% |
| All | +1,468.2% | +219.1% | +1,249.1% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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