+106.0%
LYV vs QID
-73.7%
+179.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.5% |
| 7D | -1.9% | +1.3% | -3.2% | -1.5% |
| 30D | -8.2% | +2.9% | -11.1% | -7.3% |
| 3M | -1.3% | -0.7% | -0.5% | -0.8% |
| 6M | +2.6% | -29.7% | +32.3% | -7.7% |
| YTD | +19.4% | -27.9% | +47.3% | +8.7% |
| 1Y | -2.2% | -34.6% | +32.3% | -13.8% |
| 3Y | +106.0% | -73.5% | +179.6% | +39.3% |
| All | +106.0% | -73.7% | +179.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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