+1,468.2%
LYV vs PTC
+783.6%
+684.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -1.9% | -7.3% | +5.3% | +1.7% |
| 30D | -8.2% | -11.6% | +3.4% | -2.8% |
| 3M | -1.3% | +10.5% | -11.7% | -7.5% |
| 6M | +2.6% | -17.8% | +20.4% | +10.1% |
| YTD | +19.4% | -24.9% | +44.3% | +33.4% |
| 1Y | -2.2% | -36.8% | +34.6% | +19.0% |
| 3Y | +106.0% | -8.7% | +114.8% | +99.1% |
| 5Y | +97.7% | +4.1% | +93.6% | +74.4% |
| 10Y | +560.5% | +202.7% | +357.9% | +185.5% |
| All | +1,468.2% | +783.6% | +684.6% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling