+1,468.2%
LYV vs PEG
+367.9%
+1,100.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -1.3% | -7.3% | +6.0% | +2.6% |
| 6M | +2.6% | -10.5% | +13.1% | +8.4% |
| YTD | +19.4% | -7.5% | +26.9% | +23.7% |
| 1Y | -2.2% | -8.7% | +6.5% | +2.0% |
| 3Y | +106.0% | +31.4% | +74.7% | +72.3% |
| 5Y | +97.7% | +37.8% | +59.9% | +57.4% |
| 10Y | +560.5% | +148.0% | +412.5% | +267.0% |
| All | +1,468.2% | +367.9% | +1,100.3% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling