+90.9%
LYV vs OSCR
+96.8%
-5.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -1.9% | +1.6% | -3.5% | -2.1% |
| 30D | -8.2% | +10.7% | -18.9% | -9.2% |
| 3M | -1.3% | +13.4% | -14.6% | -2.9% |
| 6M | +2.6% | +144.6% | -141.9% | -7.4% |
| YTD | +19.4% | +128.0% | -108.6% | +8.2% |
| 1Y | -2.2% | +68.7% | -70.9% | -9.6% |
| 3Y | +106.0% | +398.8% | -292.7% | +53.8% |
| All | +90.9% | +96.8% | -5.9% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling