+105.8%
LYV vs PR
+84.2%
+21.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -7.9% | +11.3% | -19.2% | -9.5% |
| 3M | +4.5% | +24.1% | -19.6% | +0.6% |
| 6M | +2.5% | +25.4% | -22.8% | -2.4% |
| YTD | +19.3% | +71.2% | -51.9% | +6.3% |
| 1Y | -0.2% | +78.6% | -78.8% | -12.2% |
| All | +105.8% | +84.2% | +21.6% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling