+6.5%
LYV vs QS
-28.5%
+34.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.5% | -2.3% | -2.2% | -4.4% |
| 30D | -5.5% | -0.7% | -4.7% | -5.5% |
| 3M | +7.8% | -39.6% | +47.4% | +9.5% |
| 6M | +9.4% | -21.7% | +31.1% | +9.9% |
| YTD | +21.8% | -47.4% | +69.2% | +22.4% |
| 1Y | +6.5% | -28.4% | +34.8% | +7.3% |
| All | +6.5% | -28.5% | +34.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling