+90.9%
LYV vs P
+268.0%
-177.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -8.2% | -11.9% | +3.7% | -6.6% |
| 3M | -1.3% | +41.6% | -42.9% | -8.4% |
| 6M | +2.6% | +58.1% | -55.5% | -7.9% |
| YTD | +19.4% | +46.5% | -27.1% | +7.8% |
| 1Y | -2.2% | +19.1% | -21.3% | -10.6% |
| 3Y | +106.0% | +150.6% | -44.5% | +37.9% |
| All | +90.9% | +268.0% | -177.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling