-0.5%
LYV vs PR
+78.8%
-79.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | +0.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -7.2% | +10.4% | -17.7% | -7.2% |
| 3M | +1.5% | +21.1% | -19.6% | +1.3% |
| 6M | +2.7% | +28.8% | -26.0% | -0.3% |
| YTD | +19.4% | +71.8% | -52.4% | +10.1% |
| 1Y | -0.5% | +73.3% | -73.8% | -12.9% |
| All | -0.5% | +78.8% | -79.3% | -12.9% |
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