+97.6%
LYV vs PL
+67.2%
+30.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.4% |
| 7D | -4.2% | -9.0% | +4.9% | -3.1% |
| 30D | -7.2% | -29.6% | +22.4% | -3.4% |
| 3M | +1.5% | -45.7% | +47.2% | +8.4% |
| 6M | +2.7% | -34.3% | +37.0% | +4.3% |
| YTD | +19.4% | -15.4% | +34.7% | +16.1% |
| 1Y | -0.5% | +86.1% | -86.5% | -14.8% |
| 3Y | +110.1% | +509.1% | -399.0% | +35.2% |
| 5Y | +97.6% | +68.3% | +29.3% | +29.8% |
| All | +97.6% | +67.2% | +30.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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