+105.8%
LYV vs PCOR
-18.2%
+124.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.4% |
| 7D | -5.3% | -9.0% | +3.7% | -3.7% |
| 30D | -7.9% | -7.0% | -1.0% | -6.9% |
| 3M | +4.5% | +18.3% | -13.8% | +0.6% |
| 6M | +2.5% | -7.8% | +10.3% | +2.7% |
| YTD | +19.3% | -25.6% | +44.9% | +25.2% |
| 1Y | -0.2% | -22.7% | +22.5% | +3.2% |
| All | +105.8% | -18.2% | +124.0% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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