+1,468.2%
LYV vs PSA
+780.0%
+688.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.9% | -1.8% | -0.1% | -0.9% |
| 30D | -8.2% | -8.4% | +0.2% | -3.3% |
| 3M | -1.3% | -7.8% | +6.6% | +3.3% |
| 6M | +2.6% | +0.8% | +1.8% | +1.3% |
| YTD | +19.4% | +16.5% | +2.9% | +7.6% |
| 1Y | -2.2% | +4.7% | -7.0% | -6.4% |
| 3Y | +106.0% | +21.1% | +85.0% | +74.7% |
| 5Y | +97.7% | +14.2% | +83.5% | +67.7% |
| 10Y | +560.5% | +102.6% | +458.0% | +260.2% |
| All | +1,468.2% | +780.0% | +688.2% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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