+549.4%
LYV vs PTC
+205.0%
+344.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | -1.9% | -7.3% | +5.3% | +1.2% |
| 30D | -8.2% | -11.6% | +3.4% | -3.7% |
| 3M | -1.3% | +10.5% | -11.7% | -6.5% |
| 6M | +2.6% | -17.8% | +20.4% | +9.3% |
| YTD | +19.4% | -24.9% | +44.3% | +31.8% |
| 1Y | -2.2% | -36.8% | +34.6% | +16.4% |
| 3Y | +106.0% | -8.7% | +114.8% | +99.3% |
| 5Y | +97.7% | +4.1% | +93.6% | +76.3% |
| All | +549.4% | +205.0% | +344.4% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling