+90.9%
LYV vs PBF
+799.3%
-708.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | -1.9% | +5.3% | -7.3% | -2.4% |
| 30D | -8.2% | +11.7% | -19.9% | -9.2% |
| 3M | -1.3% | +91.1% | -92.3% | -7.6% |
| 6M | +2.6% | +88.4% | -85.8% | -4.7% |
| YTD | +19.4% | +194.1% | -174.6% | +4.1% |
| 1Y | -2.2% | +180.4% | -182.7% | -14.9% |
| 3Y | +106.0% | +59.3% | +46.7% | +86.3% |
| All | +90.9% | +799.3% | -708.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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