+549.4%
LYV vs PEG
+148.0%
+401.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -8.2% | -3.7% | -4.5% | -6.5% |
| 3M | -1.3% | -7.3% | +6.0% | +2.4% |
| 6M | +2.6% | -10.5% | +13.1% | +8.0% |
| YTD | +19.4% | -7.5% | +26.9% | +23.5% |
| 1Y | -2.2% | -8.7% | +6.5% | +1.7% |
| 3Y | +106.0% | +31.4% | +74.7% | +73.8% |
| 5Y | +97.7% | +37.8% | +59.9% | +58.6% |
| All | +549.4% | +148.0% | +401.4% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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