+21.5%
LYV vs QS
-71.4%
+92.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.1% | +1.9% |
| 7D | +6.2% | +4.5% | +1.7% | +5.9% |
| 30D | +7.3% | -4.1% | +11.4% | +7.4% |
| 3M | -0.3% | -22.1% | +21.9% | +0.9% |
| 6M | +16.2% | -38.4% | +54.6% | +18.6% |
| YTD | +28.5% | -57.5% | +86.0% | +29.3% |
| 1Y | +21.5% | -71.3% | +92.8% | +14.9% |
| All | +21.5% | -71.4% | +92.9% | +14.9% |
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