+549.4%
LYV vs P
+718.8%
-169.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -8.2% | -11.9% | +3.7% | -5.9% |
| 3M | -1.3% | +41.6% | -42.9% | -11.2% |
| 6M | +2.6% | +58.1% | -55.5% | -11.8% |
| YTD | +19.4% | +46.5% | -27.1% | +3.5% |
| 1Y | -2.2% | +19.1% | -21.3% | -13.4% |
| 3Y | +106.0% | +150.6% | -44.5% | +31.3% |
| 5Y | +97.7% | +271.8% | -174.1% | +6.3% |
| All | +549.4% | +718.8% | -169.4% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling