+106.0%
LYV vs P
+137.3%
-31.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.3% |
| 7D | -4.2% | -4.1% | 0.0% | -3.8% |
| 30D | -7.2% | -14.0% | +6.7% | -6.2% |
| 3M | +1.5% | +41.4% | -39.9% | -2.5% |
| 6M | +2.7% | +54.2% | -51.4% | -2.9% |
| YTD | +19.4% | +40.4% | -21.1% | +13.4% |
| 1Y | -0.5% | +16.0% | -16.4% | -5.4% |
| All | +106.0% | +137.3% | -31.4% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling