+21.5%
LYV vs PR
+87.5%
-66.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +9.0% | +2.3% |
| 7D | +6.2% | -12.1% | +18.3% | +6.0% |
| 30D | +7.3% | +0.9% | +6.4% | +7.2% |
| 3M | -0.3% | +10.1% | -10.4% | -0.6% |
| 6M | +16.2% | +1.1% | +15.1% | +16.7% |
| YTD | +28.5% | +63.7% | -35.1% | +10.1% |
| 1Y | +21.5% | +87.0% | -65.5% | -11.1% |
| All | +21.5% | +87.5% | -66.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling